+784.0%
AU vs TD
+3,778.8%
-2,994.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | +0.6% | -1.9% | +2.6% | +1.3% |
| 30D | +12.3% | -1.6% | +13.9% | +12.7% |
| 3M | +29.4% | +4.6% | +24.7% | +27.5% |
| 6M | +3.2% | +26.8% | -23.6% | -3.7% |
| YTD | +31.8% | +28.3% | +3.5% | +22.5% |
| 1Y | +83.4% | +60.4% | +23.0% | +59.6% |
| 3Y | +623.1% | +125.7% | +497.4% | +468.7% |
| 5Y | +700.5% | +122.4% | +578.1% | +527.4% |
| 10Y | +717.6% | +297.1% | +420.5% | +419.5% |
| All | +784.0% | +3,778.8% | -2,994.8% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling