+35.2%
LYFT vs TD
+127.3%
-92.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.4% |
| 7D | -8.4% | -0.5% | -7.8% | -7.9% |
| 30D | -7.6% | -1.9% | -5.7% | -6.2% |
| 3M | +11.7% | +4.8% | +7.0% | +6.9% |
| 6M | +15.1% | +28.0% | -12.9% | -8.7% |
| YTD | -20.9% | +30.3% | -51.2% | -38.1% |
| 1Y | -16.4% | +59.8% | -76.1% | -45.8% |
| 3Y | +35.2% | +124.7% | -89.5% | -40.0% |
| All | +35.2% | +127.3% | -92.1% | -40.0% |
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