+10.5%
ON vs TD
+133.8%
-123.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.5% |
| 7D | +3.3% | -3.1% | +6.4% | +6.2% |
| 30D | -3.1% | +6.7% | -9.8% | -7.3% |
| 3M | -9.2% | +3.1% | -12.3% | -10.8% |
| 6M | -31.4% | +17.6% | -49.0% | -38.2% |
| YTD | +36.0% | +34.8% | +1.2% | +11.7% |
| 1Y | +52.0% | +55.6% | -3.6% | +13.4% |
| All | +10.5% | +133.8% | -123.4% | -38.9% |
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