+486.0%
IT vs TD
+7,806.2%
-7,320.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.9% | -6.5% | -7.0% |
| 7D | -9.1% | +0.9% | -10.0% | -9.4% |
| 30D | -7.0% | -0.7% | -6.4% | -6.9% |
| 3M | +7.6% | +6.3% | +1.4% | +3.8% |
| 6M | +2.1% | +27.9% | -25.8% | -10.3% |
| YTD | -31.6% | +29.8% | -61.4% | -40.5% |
| 1Y | -29.9% | +63.7% | -93.6% | -45.5% |
| 3Y | -51.3% | +128.3% | -179.6% | -67.9% |
| 5Y | -44.8% | +125.5% | -170.3% | -63.7% |
| 10Y | +91.4% | +296.7% | -205.3% | -4.4% |
| All | +486.0% | +7,806.2% | -7,320.2% | -15.9% |
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