+142.2%
AS vs TD
+125.7%
+16.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.1% |
| 7D | +5.8% | -0.6% | +6.5% | +6.3% |
| 30D | +15.4% | +7.9% | +7.4% | +9.5% |
| 3M | -11.9% | +3.1% | -15.0% | -14.0% |
| 6M | -9.9% | +17.2% | -27.1% | -20.3% |
| YTD | -13.1% | +34.7% | -47.8% | -30.1% |
| 1Y | +9.9% | +56.9% | -47.0% | -19.4% |
| All | +142.2% | +125.7% | +16.5% | +48.3% |
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 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