+336.0%
IR vs TD
+291.9%
+44.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | +1.1% | -3.1% | +4.1% | +3.7% |
| 30D | +7.6% | +6.7% | +0.9% | +1.9% |
| 3M | +0.1% | +3.1% | -3.0% | -2.9% |
| 6M | +14.0% | +17.6% | -3.7% | -1.2% |
| YTD | +7.5% | +34.8% | -27.3% | -16.6% |
| 1Y | +10.1% | +55.6% | -45.5% | -24.1% |
| 3Y | +24.9% | +133.1% | -108.3% | -39.6% |
| 5Y | +46.9% | +104.7% | -57.8% | -21.6% |
| All | +336.0% | +291.9% | +44.0% | +28.5% |
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