+155.4%
C vs TD
+7,879.0%
-7,723.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +1.1% |
| 7D | +3.6% | +0.3% | +3.3% | +3.3% |
| 30D | +0.1% | +0.4% | -0.3% | -0.4% |
| 3M | +2.4% | +7.6% | -5.2% | -5.1% |
| 6M | +24.9% | +25.0% | -0.1% | -0.5% |
| YTD | +19.8% | +31.0% | -11.2% | -8.7% |
| 1Y | +44.9% | +65.2% | -20.3% | -12.5% |
| 3Y | +263.0% | +122.5% | +140.5% | +59.1% |
| 5Y | +129.5% | +124.8% | +4.7% | -1.9% |
| 10Y | +291.6% | +298.2% | -6.6% | -0.9% |
| All | +155.4% | +7,879.0% | -7,723.6% | -90.2% |
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