+46.0%
F vs TD
+132.8%
-86.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.8% |
| 30D | 0.0% | +5.2% | -5.2% | -3.1% |
| 3M | -13.2% | +1.2% | -14.4% | -14.1% |
| 6M | -10.2% | +17.7% | -28.0% | -19.5% |
| YTD | -4.9% | +34.2% | -39.2% | -21.9% |
| 1Y | -6.1% | +55.4% | -61.5% | -30.0% |
| 3Y | +46.0% | +130.4% | -84.4% | -18.2% |
| All | +46.0% | +132.8% | -86.9% | -18.2% |
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 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