+131.6%
C vs TD
+123.5%
+8.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | +3.2% | +0.9% | +2.3% | +2.5% |
| 30D | +1.3% | -0.7% | +1.9% | +1.8% |
| 3M | +3.1% | +6.3% | -3.1% | -2.0% |
| 6M | +29.6% | +27.9% | +1.7% | +5.9% |
| YTD | +19.0% | +29.8% | -10.9% | -3.6% |
| 1Y | +45.6% | +63.7% | -18.0% | -1.6% |
| 3Y | +269.3% | +128.3% | +140.9% | +88.3% |
| 5Y | +131.6% | +125.5% | +6.0% | +11.8% |
| All | +131.6% | +123.5% | +8.0% | +11.8% |
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