+153.8%
B vs TD
+123.5%
+30.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.0% |
| 7D | +2.3% | +0.9% | +1.5% | +2.0% |
| 30D | +1.4% | -0.7% | +2.0% | +1.6% |
| 3M | +12.2% | +6.3% | +5.9% | +8.8% |
| 6M | -2.1% | +27.9% | -30.0% | -12.8% |
| YTD | +2.9% | +29.8% | -26.9% | -8.9% |
| 1Y | +55.3% | +63.7% | -8.3% | +24.7% |
| 3Y | +198.7% | +128.3% | +70.4% | +108.5% |
| 5Y | +153.8% | +125.5% | +28.2% | +87.3% |
| All | +153.8% | +123.5% | +30.2% | +87.3% |
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 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