-21.9%
AS vs TD
+64.8%
-86.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +4.9% | +4.7% |
| 7D | -4.9% | +0.3% | -5.2% | -5.3% |
| 30D | -19.6% | +0.4% | -20.0% | -20.4% |
| 3M | -14.4% | +7.6% | -22.0% | -22.3% |
| 6M | -20.1% | +25.0% | -45.1% | -40.6% |
| YTD | -20.9% | +31.0% | -51.9% | -43.7% |
| 1Y | -21.9% | +65.2% | -87.0% | -54.9% |
| All | -21.9% | +64.8% | -86.6% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling