-10.8%
DOW vs TD
+189.7%
-200.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -1.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.7% |
| 30D | +0.4% | +0.4% | 0.0% | -0.3% |
| 3M | -14.4% | +7.6% | -22.0% | -20.5% |
| 6M | -7.0% | +25.0% | -32.0% | -25.2% |
| YTD | +30.2% | +31.0% | -0.8% | +0.1% |
| 1Y | +29.2% | +65.2% | -36.0% | -19.6% |
| 3Y | -36.7% | +122.5% | -159.2% | -70.6% |
| 5Y | -37.7% | +124.8% | -162.5% | -72.3% |
| All | -10.8% | +189.7% | -200.5% | -64.3% |
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