+340.0%
IR vs TD
+290.7%
+49.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +1.5% | -0.7% | +2.2% | +2.1% |
| 30D | +9.0% | +7.6% | +1.4% | +2.5% |
| 3M | -0.9% | +3.0% | -3.9% | -3.8% |
| 6M | +13.4% | +16.8% | -3.4% | -1.1% |
| YTD | +8.5% | +34.3% | -25.9% | -15.6% |
| 1Y | +11.3% | +56.0% | -44.7% | -23.5% |
| 3Y | +26.0% | +132.4% | -106.4% | -38.9% |
| 5Y | +47.9% | +103.7% | -55.8% | -20.7% |
| All | +340.0% | +290.7% | +49.3% | +30.0% |
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