-21.1%
LOW vs TD
+64.8%
-85.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -7.0% | +0.4% | -7.4% | -7.3% |
| 3M | -0.9% | +7.6% | -8.5% | -4.4% |
| 6M | -20.1% | +25.0% | -45.1% | -28.4% |
| YTD | -13.9% | +31.0% | -44.9% | -23.1% |
| 1Y | -21.1% | +65.2% | -86.3% | -29.9% |
| All | -21.1% | +64.8% | -85.9% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling