+23.6%
EW vs TD
+54.6%
-31.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.9% | +0.6% | +4.4% | +4.8% |
| 30D | +24.1% | +5.0% | +19.1% | +23.0% |
| 3M | +13.7% | +1.1% | +12.6% | +13.3% |
| 6M | +32.7% | +16.5% | +16.2% | +25.9% |
| YTD | +24.1% | +34.3% | -10.2% | +11.8% |
| 1Y | +23.6% | +52.9% | -29.2% | +9.2% |
| All | +23.6% | +54.6% | -31.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling