+1,381.0%
NET vs TD
+205.0%
+1,176.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -3.9% |
| 7D | -16.4% | +1.4% | -17.7% | -16.9% |
| 30D | -25.8% | +10.2% | -36.1% | -29.3% |
| 3M | -11.5% | +8.1% | -19.7% | -15.0% |
| 6M | +18.9% | +22.3% | -3.4% | +7.3% |
| YTD | +35.2% | +39.0% | -3.8% | +14.0% |
| 1Y | +14.5% | +62.6% | -48.2% | -10.9% |
| 3Y | +313.8% | +141.2% | +172.7% | +162.5% |
| 5Y | +32.6% | +112.4% | -79.8% | -9.9% |
| All | +1,381.0% | +205.0% | +1,176.0% | +985.3% |
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 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