+552.5%
IT vs TD
+8,075.2%
-7,522.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | -1.8% | +5.2% | -7.1% | -4.0% |
| 3M | +4.8% | +1.2% | +3.6% | +4.1% |
| 6M | +33.0% | +17.7% | +15.3% | +21.9% |
| YTD | -23.8% | +34.2% | -58.1% | -34.7% |
| 1Y | -16.5% | +55.4% | -71.9% | -33.4% |
| 3Y | -53.6% | +130.4% | -184.0% | -69.6% |
| 5Y | -42.1% | +101.8% | -143.9% | -59.9% |
| 10Y | +90.1% | +301.9% | -211.8% | -5.6% |
| All | +552.5% | +8,075.2% | -7,522.7% | -7.9% |
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