+250.5%
F vs TD
+7,879.0%
-7,628.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +2.3% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +4.6% | +0.4% | +4.2% | +4.2% |
| 3M | -3.7% | +7.6% | -11.3% | -8.5% |
| 6M | +16.8% | +25.0% | -8.2% | +0.7% |
| YTD | +15.3% | +31.0% | -15.7% | -3.8% |
| 1Y | +31.0% | +65.2% | -34.2% | -6.1% |
| 3Y | +45.4% | +122.5% | -77.1% | -14.8% |
| 5Y | +54.7% | +124.8% | -70.1% | -9.0% |
| 10Y | +98.2% | +298.2% | -200.0% | -17.7% |
| All | +250.5% | +7,879.0% | -7,628.6% | -57.3% |
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