+198.2%
F vs TD
+7,985.3%
-7,787.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +1.6% | -1.7% | +3.2% | +2.6% |
| 30D | +2.6% | +8.2% | -5.6% | -2.6% |
| 3M | -8.8% | +1.7% | -10.5% | -10.1% |
| 6M | +4.6% | +14.2% | -9.6% | -4.5% |
| YTD | -1.9% | +32.8% | -34.6% | -18.9% |
| 1Y | -0.8% | +55.5% | -56.2% | -26.1% |
| 3Y | +43.5% | +129.6% | -86.2% | -17.8% |
| 5Y | -12.1% | +102.2% | -114.3% | -44.8% |
| 10Y | +83.6% | +306.3% | -222.6% | -24.8% |
| All | +198.2% | +7,985.3% | -7,787.1% | -64.0% |
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