+97.2%
GD vs TD
+124.9%
-27.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | +5.7% | +7.6% | -1.9% | +2.6% |
| 6M | -0.9% | +25.0% | -25.9% | -9.2% |
| YTD | +8.2% | +31.0% | -22.8% | -2.6% |
| 1Y | +13.4% | +65.2% | -51.8% | -6.5% |
| 3Y | +68.5% | +122.5% | -54.0% | +22.7% |
| All | +97.2% | +124.9% | -27.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling