+6,460.3%
LOW vs TD
+7,806.2%
-1,345.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | -10.1% | -0.7% | -9.4% | -10.0% |
| 3M | -2.9% | +6.3% | -9.1% | -6.2% |
| 6M | -19.4% | +27.9% | -47.3% | -29.3% |
| YTD | -15.4% | +29.8% | -45.3% | -26.6% |
| 1Y | -24.9% | +63.7% | -88.6% | -42.4% |
| 3Y | -7.8% | +128.3% | -136.1% | -41.2% |
| 5Y | +8.4% | +125.5% | -117.1% | -31.2% |
| 10Y | +226.8% | +296.7% | -69.9% | +53.2% |
| All | +6,460.3% | +7,806.2% | -1,345.9% | +736.2% |
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 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