+230.7%
GM vs TD
+502.8%
-272.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -1.4% |
| 7D | -1.1% | -1.9% | +0.8% | +0.6% |
| 30D | -4.6% | -1.6% | -3.0% | -3.5% |
| 3M | +0.2% | +4.6% | -4.4% | -4.3% |
| 6M | +12.6% | +26.8% | -14.2% | -8.9% |
| YTD | +3.7% | +28.3% | -24.6% | -17.0% |
| 1Y | +45.6% | +60.4% | -14.8% | -3.8% |
| 3Y | +162.0% | +125.7% | +36.3% | +25.7% |
| 5Y | +80.5% | +122.4% | -41.9% | -11.8% |
| 10Y | +231.3% | +297.1% | -65.8% | +0.9% |
| All | +230.7% | +502.8% | -272.1% | -27.2% |
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