+6,438.2%
EW vs TD
+2,398.6%
+4,039.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -0.3% | +0.3% | -0.7% | -0.5% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | +2.8% | +7.6% | -4.8% | -0.1% |
| 6M | +5.5% | +25.0% | -19.5% | -2.7% |
| YTD | +5.5% | +31.0% | -25.6% | -4.4% |
| 1Y | +11.0% | +65.2% | -54.1% | -7.3% |
| 3Y | +17.7% | +122.5% | -104.8% | -12.5% |
| 5Y | -25.7% | +124.8% | -150.5% | -45.2% |
| 10Y | +132.8% | +298.2% | -165.4% | +39.6% |
| All | +6,438.2% | +2,398.6% | +4,039.6% | +1,974.4% |
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 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