+220.3%
KEY vs TD
+7,879.0%
-7,658.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +1.5% |
| 7D | +2.2% | +0.3% | +1.9% | +1.9% |
| 30D | -3.0% | +0.4% | -3.4% | -3.4% |
| 3M | +3.3% | +7.6% | -4.3% | -3.3% |
| 6M | +9.2% | +25.0% | -15.8% | -10.4% |
| YTD | +10.6% | +31.0% | -20.4% | -12.8% |
| 1Y | +20.4% | +65.2% | -44.8% | -22.7% |
| 3Y | +121.8% | +122.5% | -0.6% | +9.3% |
| 5Y | +41.1% | +124.8% | -83.7% | -29.4% |
| 10Y | +168.5% | +298.2% | -129.7% | -9.8% |
| All | +220.3% | +7,879.0% | -7,658.8% | -74.5% |
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