+5.9%
D vs TD
+125.6%
-119.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | +1.5% | +0.3% | +1.1% | +1.3% |
| 30D | -2.6% | +0.4% | -3.0% | -2.8% |
| 3M | 0.0% | +7.6% | -7.6% | -2.5% |
| 6M | +7.4% | +25.0% | -17.6% | -0.2% |
| YTD | +15.9% | +31.0% | -15.1% | +6.0% |
| 1Y | +18.1% | +65.2% | -47.1% | 0.0% |
| 3Y | +58.4% | +122.5% | -64.1% | +20.0% |
| All | +5.9% | +125.6% | -119.7% | -15.9% |
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