-24.2%
AR vs TD
+352.1%
-376.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.1% |
| 30D | +14.8% | +0.4% | +14.4% | +14.0% |
| 3M | +6.2% | +7.6% | -1.4% | -1.6% |
| 6M | +4.3% | +25.0% | -20.7% | -17.1% |
| YTD | +14.4% | +31.0% | -16.6% | -13.6% |
| 1Y | +21.3% | +65.2% | -43.8% | -26.7% |
| 3Y | +39.8% | +122.5% | -82.7% | -38.8% |
| 5Y | +142.1% | +124.8% | +17.3% | +5.2% |
| 10Y | +52.0% | +298.2% | -246.2% | -60.3% |
| All | -24.2% | +352.1% | -376.3% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling