+83.0%
IBM vs TD
+133.8%
-50.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.7% | -3.1% | +1.3% | -0.8% |
| 30D | +10.1% | +6.7% | +3.4% | +8.1% |
| 3M | +4.8% | +3.1% | +1.7% | +3.8% |
| 6M | +12.6% | +17.6% | -5.0% | +5.4% |
| YTD | -13.9% | +34.8% | -48.7% | -23.6% |
| 1Y | -18.7% | +55.6% | -74.3% | -31.3% |
| All | +83.0% | +133.8% | -50.8% | +38.3% |
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