+22.9%
IP vs TD
+292.1%
-269.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.5% |
| 30D | -10.9% | +0.4% | -11.3% | -11.3% |
| 3M | +11.2% | +7.6% | +3.5% | +5.2% |
| 6M | -10.2% | +25.0% | -35.2% | -23.8% |
| YTD | -2.0% | +31.0% | -33.0% | -19.7% |
| 1Y | -19.1% | +65.2% | -84.3% | -44.1% |
| 3Y | +20.9% | +122.5% | -101.6% | -34.3% |
| 5Y | -17.8% | +124.8% | -142.6% | -56.8% |
| All | +22.9% | +292.1% | -269.1% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling