+43.3%
IR vs TD
+123.5%
-80.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +0.6% | +0.9% | -0.2% | 0.0% |
| 30D | -13.6% | -0.7% | -13.0% | -13.4% |
| 3M | +3.7% | +6.3% | -2.6% | -1.2% |
| 6M | -13.1% | +27.9% | -41.0% | -27.6% |
| YTD | -5.1% | +29.8% | -34.9% | -21.7% |
| 1Y | -6.5% | +63.7% | -70.1% | -34.7% |
| 3Y | +8.5% | +128.3% | -119.8% | -41.4% |
| 5Y | +43.3% | +125.5% | -82.2% | -21.2% |
| All | +43.3% | +123.5% | -80.2% | -21.2% |
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