+606.9%
GEV vs TD
+119.2%
+487.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.4% |
| 7D | -1.9% | -2.6% | +0.7% | -0.3% |
| 30D | -8.7% | -1.0% | -7.7% | -8.0% |
| 3M | +6.6% | +5.6% | +1.0% | +3.0% |
| 6M | +10.2% | +27.1% | -16.9% | -4.9% |
| YTD | +41.6% | +29.4% | +12.2% | +20.8% |
| 1Y | +43.9% | +60.7% | -16.8% | +9.9% |
| All | +606.9% | +119.2% | +487.7% | +343.3% |
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 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