+322.4%
NET vs TD
+140.2%
+182.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -4.0% |
| 7D | -16.4% | +1.4% | -17.7% | -16.9% |
| 30D | -25.8% | +10.2% | -36.1% | -29.5% |
| 3M | -11.5% | +8.1% | -19.7% | -15.1% |
| 6M | +18.9% | +22.3% | -3.4% | +6.3% |
| YTD | +35.2% | +39.0% | -3.8% | +11.6% |
| 1Y | +14.5% | +62.6% | -48.2% | -14.1% |
| All | +322.4% | +140.2% | +182.2% | +134.0% |
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