+201.1%
KEY vs TD
+7,985.3%
-7,784.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | -1.3% | -1.7% | +0.4% | +0.1% |
| 30D | +5.1% | +8.2% | -3.1% | -2.0% |
| 3M | -7.1% | +1.7% | -8.8% | -8.7% |
| 6M | -4.4% | +14.2% | -18.6% | -15.2% |
| YTD | +4.0% | +32.8% | -28.7% | -19.2% |
| 1Y | +23.4% | +55.5% | -32.1% | -16.6% |
| 3Y | +113.9% | +129.6% | -15.7% | +2.0% |
| 5Y | +12.3% | +102.2% | -89.9% | -38.7% |
| 10Y | +125.5% | +306.3% | -180.8% | -25.7% |
| All | +201.1% | +7,985.3% | -7,784.3% | -76.3% |
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