+120.4%
AS vs TD
+119.5%
+0.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +4.9% | +4.5% |
| 7D | -4.9% | +0.3% | -5.2% | -5.2% |
| 30D | -19.6% | +0.4% | -20.0% | -20.1% |
| 3M | -14.4% | +7.6% | -22.0% | -19.4% |
| 6M | -20.1% | +25.0% | -45.1% | -32.6% |
| YTD | -20.9% | +31.0% | -51.9% | -35.2% |
| 1Y | -21.9% | +65.2% | -87.0% | -44.1% |
| All | +120.4% | +119.5% | +0.9% | +37.6% |
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