+120.1%
MAR vs TD
+132.8%
-12.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +13.8% | +5.2% | +8.6% | +11.3% |
| 3M | +20.3% | +1.2% | +19.1% | +19.4% |
| 6M | +21.3% | +17.7% | +3.6% | +11.9% |
| YTD | +37.2% | +34.2% | +3.0% | +19.1% |
| 1Y | +48.4% | +55.4% | -7.0% | +20.8% |
| 3Y | +120.1% | +130.4% | -10.3% | +50.3% |
| All | +120.1% | +132.8% | -12.7% | +50.3% |
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