+1,217.5%
D vs TD
+7,879.0%
-6,661.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | 0.0% | +7.6% | -7.6% | -2.0% |
| 6M | +7.4% | +25.0% | -17.6% | +1.3% |
| YTD | +15.9% | +31.0% | -15.1% | +8.0% |
| 1Y | +18.1% | +65.2% | -47.1% | +3.8% |
| 3Y | +58.4% | +122.5% | -64.1% | +28.4% |
| 5Y | +5.2% | +124.8% | -119.6% | -15.5% |
| 10Y | +35.9% | +298.2% | -262.4% | -6.3% |
| All | +1,217.5% | +7,879.0% | -6,661.5% | +519.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling