+211.9%
B vs TD
+295.5%
-83.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.4% |
| 7D | +1.0% | -1.9% | +3.0% | +1.6% |
| 30D | +9.5% | -1.6% | +11.1% | +9.9% |
| 3M | +14.3% | +4.6% | +9.7% | +12.9% |
| 6M | -1.9% | +26.8% | -28.7% | -7.6% |
| YTD | +4.1% | +28.3% | -24.2% | -2.2% |
| 1Y | +56.1% | +60.4% | -4.3% | +39.4% |
| 3Y | +202.0% | +125.7% | +76.3% | +150.1% |
| 5Y | +158.8% | +122.4% | +36.4% | +114.6% |
| 10Y | +211.9% | +297.1% | -85.2% | +110.3% |
| All | +211.9% | +295.5% | -83.6% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling