+133.7%
AS vs TD
+123.7%
+10.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | +0.4% |
| 7D | +7.1% | -3.2% | +10.4% | +9.5% |
| 30D | +12.8% | +4.9% | +7.9% | +9.2% |
| 3M | -14.7% | +2.3% | -17.0% | -16.4% |
| 6M | -9.9% | +17.8% | -27.7% | -20.6% |
| YTD | -16.1% | +33.5% | -49.6% | -32.1% |
| 1Y | +0.2% | +55.9% | -55.8% | -26.2% |
| All | +133.7% | +123.7% | +10.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling