+18.9%
NET vs TD
+21.2%
-2.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -3.4% |
| 7D | -16.4% | +1.4% | -17.7% | -16.6% |
| 30D | -25.8% | +10.2% | -36.1% | -27.8% |
| 3M | -11.5% | +8.1% | -19.7% | -13.1% |
| 6M | +18.9% | +22.3% | -3.4% | +20.3% |
| All | +18.9% | +21.2% | -2.3% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling