+46.8%
IR vs TD
+105.4%
-58.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.6% |
| 7D | +5.0% | -0.6% | +5.7% | +5.4% |
| 30D | +10.3% | +7.9% | +2.4% | +4.3% |
| 3M | -0.1% | +3.1% | -3.2% | -2.7% |
| 6M | +14.8% | +17.2% | -2.4% | +1.4% |
| YTD | +9.7% | +34.7% | -25.0% | -12.3% |
| 1Y | +12.2% | +56.9% | -44.7% | -19.6% |
| 3Y | +30.0% | +134.7% | -104.8% | -31.6% |
| 5Y | +46.8% | +104.8% | -58.0% | -15.2% |
| All | +46.8% | +105.4% | -58.6% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling