+48.3%
D vs TD
+303.3%
-255.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +10.9% | +7.6% | +3.3% | +7.8% |
| 3M | +2.8% | +3.0% | -0.2% | +1.5% |
| 6M | +12.7% | +16.8% | -4.1% | +5.7% |
| YTD | +20.3% | +34.3% | -14.0% | +6.7% |
| 1Y | +17.1% | +56.0% | -38.8% | -2.1% |
| 3Y | +75.1% | +132.4% | -57.2% | +23.4% |
| 5Y | +13.1% | +103.7% | -90.5% | -17.0% |
| 10Y | +48.3% | +299.2% | -250.9% | -23.8% |
| All | +48.3% | +303.3% | -255.0% | -23.8% |
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 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