-45.6%
IT vs TD
+122.4%
-168.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -12.7% | -2.6% | -10.1% | -11.8% |
| 30D | -8.9% | -1.0% | -7.9% | -8.7% |
| 3M | +10.1% | +5.6% | +4.5% | +6.8% |
| 6M | +7.3% | +27.1% | -19.8% | -5.1% |
| YTD | -32.4% | +29.4% | -61.8% | -40.9% |
| 1Y | -26.6% | +60.7% | -87.3% | -42.7% |
| 3Y | -51.8% | +127.6% | -179.4% | -68.8% |
| 5Y | -45.6% | +125.4% | -171.0% | -64.0% |
| All | -45.6% | +122.4% | -168.0% | -64.0% |
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 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