+56.2%
GD vs TD
+132.8%
-76.6%
-22.5%
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 | +2.7% | +1.1% | +1.5% | +2.3% |
| 30D | +8.6% | +5.2% | +3.4% | +7.0% |
| 3M | -7.1% | +1.2% | -8.3% | -7.5% |
| 6M | +7.5% | +17.7% | -10.3% | +1.9% |
| YTD | +9.9% | +34.2% | -24.3% | -0.3% |
| 1Y | +7.6% | +55.4% | -47.9% | -6.8% |
| 3Y | +56.2% | +130.4% | -74.2% | +20.1% |
| All | +56.2% | +132.8% | -76.6% | +20.1% |
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