+7,387.2%
LOW vs TD
+8,075.2%
-687.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +21.7% | +5.2% | +16.5% | +18.6% |
| 3M | +5.0% | +1.2% | +3.8% | +4.2% |
| 6M | +4.6% | +17.7% | -13.1% | -4.4% |
| YTD | -3.5% | +34.2% | -37.7% | -17.7% |
| 1Y | +0.5% | +55.4% | -54.9% | -20.7% |
| 3Y | +24.8% | +130.4% | -105.6% | -20.7% |
| 5Y | +6.5% | +101.8% | -95.4% | -28.4% |
| 10Y | +294.6% | +301.9% | -7.3% | +83.6% |
| All | +7,387.2% | +8,075.2% | -687.9% | +837.5% |
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