+137.8%
AS vs TD
+125.1%
+12.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.6% |
| 7D | +4.5% | -0.7% | +5.2% | +5.0% |
| 30D | +13.2% | +7.6% | +5.6% | +7.7% |
| 3M | -11.9% | +3.0% | -14.9% | -14.0% |
| 6M | -11.6% | +16.8% | -28.4% | -21.6% |
| YTD | -14.7% | +34.3% | -49.0% | -31.3% |
| 1Y | +5.7% | +56.0% | -50.3% | -22.1% |
| All | +137.8% | +125.1% | +12.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling