+44.5%
GOOG vs TD
+64.8%
-20.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -6.9% | +0.4% | -7.3% | -7.2% |
| 3M | -9.1% | +7.6% | -16.8% | -13.2% |
| 6M | +10.6% | +25.0% | -14.4% | -4.7% |
| YTD | +7.0% | +31.0% | -24.0% | -9.8% |
| 1Y | +44.5% | +65.2% | -20.7% | +7.8% |
| All | +44.5% | +64.8% | -20.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling