+4.3%
DT vs TD
+123.9%
-119.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | +0.1% | -1.6% | +1.7% | +0.5% |
| 3M | +24.1% | +4.6% | +19.5% | +22.2% |
| 6M | +30.1% | +26.8% | +3.3% | +20.2% |
| YTD | +16.8% | +28.3% | -11.6% | +7.3% |
| 1Y | -0.1% | +60.4% | -60.5% | -15.4% |
| All | +4.3% | +123.9% | -119.6% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling