+140.2%
NI vs TD
+306.3%
-166.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | -1.4% | -1.9% | +0.5% | -0.7% |
| 3M | -10.6% | +4.8% | -15.3% | -12.4% |
| 6M | -9.3% | +28.0% | -37.3% | -18.1% |
| YTD | +1.1% | +30.3% | -29.2% | -9.5% |
| 1Y | +3.4% | +59.8% | -56.4% | -14.9% |
| 3Y | +67.9% | +124.7% | -56.8% | +18.8% |
| 5Y | +98.0% | +127.0% | -29.0% | +37.2% |
| All | +140.2% | +306.3% | -166.1% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling