+7,594.5%
EW vs TD
+2,460.8%
+5,133.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.9% | +0.6% | +4.4% | +4.7% |
| 30D | +24.1% | +5.0% | +19.1% | +22.0% |
| 3M | +13.7% | +1.1% | +12.6% | +13.1% |
| 6M | +32.7% | +16.5% | +16.2% | +25.3% |
| YTD | +24.1% | +34.3% | -10.2% | +11.4% |
| 1Y | +23.6% | +52.9% | -29.2% | +6.1% |
| 3Y | +64.8% | +132.2% | -67.4% | +20.7% |
| 5Y | -8.8% | +101.9% | -110.7% | -30.2% |
| 10Y | +248.8% | +302.0% | -53.2% | +108.3% |
| All | +7,594.5% | +2,460.8% | +5,133.7% | +2,318.8% |
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