+15.2%
D vs TD
+101.6%
-86.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +3.0% | -1.7% | +4.7% | +3.5% |
| 30D | +11.5% | +8.2% | +3.3% | +8.7% |
| 3M | +3.7% | +1.7% | +2.0% | +3.0% |
| 6M | +13.5% | +14.2% | -0.7% | +8.4% |
| YTD | +20.7% | +32.8% | -12.0% | +9.6% |
| 1Y | +18.2% | +55.5% | -37.2% | +1.7% |
| 3Y | +73.3% | +129.6% | -56.3% | +28.7% |
| All | +15.2% | +101.6% | -86.5% | -13.1% |
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