+1,449.6%
NET vs TD
+187.3%
+1,262.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | -4.8% | +0.4% | -5.2% | -4.9% |
| 3M | +3.8% | +7.6% | -3.8% | 0.0% |
| 6M | +50.0% | +25.0% | +25.1% | +33.5% |
| YTD | +41.5% | +31.0% | +10.5% | +23.0% |
| 1Y | +32.8% | +65.2% | -32.4% | +2.7% |
| 3Y | +335.9% | +122.5% | +213.4% | +188.5% |
| 5Y | +113.8% | +124.8% | -11.0% | +46.7% |
| All | +1,449.6% | +187.3% | +1,262.2% | +1,070.9% |
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