-7.3%
F vs TD
+54.6%
-62.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | -0.5% | +5.0% | -5.4% | -3.1% |
| 3M | -12.9% | +1.1% | -14.0% | -13.6% |
| 6M | +1.5% | +16.5% | -14.9% | -7.9% |
| YTD | -5.0% | +34.3% | -39.3% | -21.3% |
| 1Y | -7.3% | +52.9% | -60.2% | -27.8% |
| All | -7.3% | +54.6% | -62.0% | -27.8% |
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 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