+3,099.4%
O vs TD
+8,109.5%
-5,010.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.6% | -3.1% | +3.6% | +1.8% |
| 30D | +9.4% | +6.7% | +2.7% | +6.4% |
| 3M | -2.4% | +3.1% | -5.5% | -3.8% |
| 6M | -1.9% | +17.6% | -19.5% | -8.7% |
| YTD | +10.5% | +34.8% | -24.3% | -3.1% |
| 1Y | +10.0% | +55.6% | -45.6% | -9.2% |
| 3Y | +40.5% | +133.1% | -92.7% | -3.2% |
| 5Y | +10.2% | +104.7% | -94.4% | -21.0% |
| 10Y | +82.5% | +303.6% | -221.1% | -2.0% |
| All | +3,099.4% | +8,109.5% | -5,010.1% | +828.6% |
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 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