-19.9%
NOW vs TD
+132.8%
-152.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -27.0% | +5.2% | -32.2% | -27.4% |
| 3M | -19.6% | +1.2% | -20.9% | -19.8% |
| 6M | +17.5% | +17.7% | -0.3% | +13.2% |
| YTD | -33.3% | +34.2% | -67.5% | -38.2% |
| 1Y | -39.8% | +55.4% | -95.3% | -47.0% |
| 3Y | -19.9% | +130.4% | -150.3% | -37.6% |
| All | -19.9% | +132.8% | -152.8% | -37.6% |
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