-10.0%
LOW vs TD
+125.8%
-135.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -2.6% | -2.6% | -0.1% | -1.6% |
| 30D | -11.1% | -1.0% | -10.1% | -10.9% |
| 3M | -8.5% | +5.6% | -14.1% | -11.1% |
| 6M | -20.8% | +27.1% | -47.9% | -29.3% |
| YTD | -17.2% | +29.4% | -46.6% | -26.7% |
| 1Y | -24.7% | +60.7% | -85.4% | -39.7% |
| All | -10.0% | +125.8% | -135.8% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling