-12.1%
DOW vs TD
+188.1%
-200.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.0% |
| 30D | -3.9% | -1.9% | -2.0% | -2.7% |
| 3M | -12.7% | +4.8% | -17.4% | -17.0% |
| 6M | -13.7% | +28.0% | -41.7% | -32.1% |
| YTD | +28.4% | +30.3% | -1.9% | -0.9% |
| 1Y | +21.8% | +59.8% | -38.0% | -22.0% |
| 3Y | -35.7% | +124.7% | -160.4% | -70.4% |
| 5Y | -36.8% | +127.0% | -163.8% | -72.2% |
| All | -12.1% | +188.1% | -200.2% | -64.6% |
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 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