-21.3%
IT vs TD
+64.8%
-86.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.3% | -5.3% |
| 7D | -6.0% | +0.3% | -6.3% | -5.9% |
| 30D | 0.0% | +0.4% | -0.4% | +0.4% |
| 3M | +13.1% | +7.6% | +5.4% | +15.2% |
| 6M | +11.7% | +25.0% | -13.3% | +13.7% |
| YTD | -26.1% | +31.0% | -57.1% | -25.6% |
| 1Y | -21.3% | +65.2% | -86.4% | -19.4% |
| All | -21.3% | +64.8% | -86.0% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling