+208.6%
B vs TD
+303.3%
-94.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -6.0% |
| 7D | +7.1% | -0.7% | +7.8% | +7.4% |
| 30D | -3.3% | +7.6% | -11.0% | -5.2% |
| 3M | -2.5% | +3.0% | -5.6% | -3.3% |
| 6M | -7.2% | +16.8% | -24.1% | -10.9% |
| YTD | -7.4% | +34.3% | -41.7% | -13.9% |
| 1Y | +16.4% | +56.0% | -39.5% | +4.6% |
| 3Y | +178.7% | +132.4% | +46.4% | +129.4% |
| 5Y | +121.7% | +103.7% | +18.0% | +84.8% |
| 10Y | +208.6% | +299.2% | -90.5% | +124.9% |
| All | +208.6% | +303.3% | -94.7% | +124.9% |
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