+2,498.9%
MAR vs TD
+3,132.7%
-633.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -6.7% | +0.4% | -7.1% | -7.0% |
| 3M | -12.5% | +7.6% | -20.1% | -16.6% |
| 6M | +0.6% | +25.0% | -24.4% | -12.5% |
| YTD | +9.1% | +31.0% | -21.9% | -7.9% |
| 1Y | +26.2% | +65.2% | -39.0% | -7.7% |
| 3Y | +68.2% | +122.5% | -54.3% | +0.9% |
| 5Y | +163.9% | +124.8% | +39.1% | +57.1% |
| 10Y | +420.6% | +298.2% | +122.3% | +123.1% |
| All | +2,498.9% | +3,132.7% | -633.7% | +331.6% |
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