+3,059.2%
O vs TD
+8,075.2%
-5,016.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +7.1% | +5.2% | +1.9% | +4.8% |
| 3M | -5.2% | +1.2% | -6.5% | -5.9% |
| 6M | -1.8% | +17.7% | -19.5% | -8.7% |
| YTD | +9.1% | +34.2% | -25.2% | -4.2% |
| 1Y | +9.7% | +55.4% | -45.7% | -9.4% |
| 3Y | +39.1% | +130.4% | -91.3% | -3.6% |
| 5Y | +8.4% | +101.8% | -93.5% | -21.8% |
| 10Y | +80.2% | +301.9% | -221.7% | -3.1% |
| All | +3,059.2% | +8,075.2% | -5,016.0% | +818.5% |
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