+38.5%
D vs TD
+295.5%
-257.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | -2.1% | -1.6% | -0.5% | -1.5% |
| 3M | -0.7% | +4.6% | -5.4% | -2.7% |
| 6M | +5.6% | +26.8% | -21.2% | -4.0% |
| YTD | +14.6% | +28.3% | -13.8% | +3.5% |
| 1Y | +15.3% | +60.4% | -45.1% | -4.7% |
| 3Y | +59.1% | +125.7% | -66.6% | +13.4% |
| 5Y | +3.9% | +122.4% | -118.4% | -26.8% |
| 10Y | +38.5% | +297.1% | -258.6% | -28.4% |
| All | +38.5% | +295.5% | -257.0% | -28.4% |
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