+632.4%
GEV vs TD
+120.7%
+511.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.2% |
| 7D | +1.6% | -0.5% | +2.2% | +2.0% |
| 30D | -7.9% | -1.9% | -6.0% | -6.8% |
| 3M | +5.6% | +4.8% | +0.9% | +2.5% |
| 6M | +13.1% | +28.0% | -14.9% | -2.9% |
| YTD | +46.7% | +30.3% | +16.4% | +24.6% |
| 1Y | +51.3% | +59.8% | -8.5% | +15.8% |
| All | +632.4% | +120.7% | +511.7% | +357.3% |
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