+72.4%
IBM vs TD
+128.4%
-56.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | -1.5% | -0.7% | -0.8% | -1.4% |
| 3M | -16.8% | +6.3% | -23.0% | -19.1% |
| 6M | -9.0% | +27.9% | -37.0% | -17.8% |
| YTD | -20.1% | +29.8% | -49.9% | -28.0% |
| 1Y | -7.0% | +63.7% | -70.7% | -22.4% |
| 3Y | +72.4% | +128.3% | -55.9% | +29.6% |
| All | +72.4% | +128.4% | -56.0% | +29.6% |
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