-35.5%
DOW vs TD
+122.4%
-157.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.4% | -2.6% | +0.2% | -1.0% |
| 30D | -4.1% | -1.0% | -3.1% | -3.7% |
| 3M | -12.4% | +5.6% | -18.1% | -15.9% |
| 6M | -10.6% | +27.1% | -37.7% | -24.4% |
| YTD | +31.1% | +29.4% | +1.7% | +9.2% |
| 1Y | +30.5% | +60.7% | -30.2% | -6.6% |
| 3Y | -34.4% | +127.6% | -162.0% | -63.6% |
| 5Y | -35.5% | +125.4% | -160.9% | -69.1% |
| All | -35.5% | +122.4% | -157.9% | -69.1% |
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