+67.9%
NI vs TD
+125.8%
-57.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -0.6% | -2.6% | +2.0% | +0.1% |
| 30D | -1.4% | -1.0% | -0.4% | -1.2% |
| 3M | -10.6% | +5.6% | -16.2% | -12.0% |
| 6M | -9.9% | +27.1% | -37.0% | -15.8% |
| YTD | +1.2% | +29.4% | -28.2% | -6.0% |
| 1Y | +4.4% | +60.7% | -56.3% | -9.0% |
| All | +67.9% | +125.8% | -57.9% | +31.0% |
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