+1,838.6%
NI vs TD
+7,806.2%
-5,967.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | -1.7% | -0.7% | -1.0% | -1.5% |
| 3M | -8.0% | +6.3% | -14.3% | -9.8% |
| 6M | -8.6% | +27.9% | -36.6% | -15.2% |
| YTD | +2.3% | +29.8% | -27.5% | -5.5% |
| 1Y | +6.9% | +63.7% | -56.7% | -7.7% |
| 3Y | +70.6% | +128.3% | -57.8% | +32.6% |
| 5Y | +96.4% | +125.5% | -29.1% | +52.1% |
| 10Y | +136.1% | +296.7% | -160.6% | +53.6% |
| All | +1,838.6% | +7,806.2% | -5,967.6% | +704.3% |
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