+291.3%
IR vs TD
+280.9%
+10.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +2.4% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | -15.1% | +0.4% | -15.5% | -15.6% |
| 3M | +6.1% | +7.6% | -1.6% | -0.6% |
| 6M | -16.8% | +25.0% | -41.8% | -31.0% |
| YTD | -3.5% | +31.0% | -34.5% | -23.1% |
| 1Y | -3.5% | +65.2% | -68.7% | -36.6% |
| 3Y | +9.5% | +122.5% | -113.0% | -44.9% |
| 5Y | +45.1% | +124.8% | -79.7% | -28.8% |
| All | +291.3% | +280.9% | +10.3% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling