+277.0%
IR vs TD
+273.1%
+3.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.1% |
| 7D | -1.9% | -1.9% | 0.0% | -0.3% |
| 30D | -15.0% | -1.6% | -13.4% | -14.1% |
| 3M | -0.4% | +4.6% | -5.0% | -4.5% |
| 6M | -15.0% | +26.8% | -41.9% | -30.4% |
| YTD | -7.1% | +28.3% | -35.4% | -24.6% |
| 1Y | -7.5% | +60.4% | -68.0% | -37.8% |
| 3Y | +6.3% | +125.7% | -119.4% | -47.2% |
| 5Y | +37.3% | +122.4% | -85.0% | -32.0% |
| All | +277.0% | +273.1% | +3.9% | +16.1% |
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