+1,265.6%
D vs TD
+8,106.9%
-6,841.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +10.7% | +7.9% | +2.8% | +8.6% |
| 3M | +2.3% | +3.1% | -0.8% | +1.4% |
| 6M | +12.5% | +17.2% | -4.7% | +7.9% |
| YTD | +20.1% | +34.7% | -14.7% | +11.1% |
| 1Y | +15.6% | +56.9% | -41.3% | +2.8% |
| 3Y | +75.2% | +134.7% | -59.6% | +40.0% |
| 5Y | +14.6% | +104.8% | -90.2% | -5.8% |
| 10Y | +43.8% | +305.8% | -262.1% | -1.4% |
| All | +1,265.6% | +8,106.9% | -6,841.3% | +536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling