+5.2%
LOW vs TD
+125.7%
-120.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -8.9% | -1.9% | -7.0% | -8.1% |
| 3M | -10.4% | +4.8% | -15.2% | -12.8% |
| 6M | -19.4% | +28.0% | -47.4% | -28.9% |
| YTD | -17.1% | +30.3% | -47.4% | -27.7% |
| 1Y | -26.3% | +59.8% | -86.0% | -42.0% |
| 3Y | -9.9% | +124.7% | -134.6% | -41.1% |
| All | +5.2% | +125.7% | -120.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling