-27.4%
ON vs TD
+126.5%
-153.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.8% |
| 7D | -2.2% | +0.9% | -3.0% | -2.8% |
| 30D | -12.4% | -0.7% | -11.8% | -11.9% |
| 3M | -41.2% | +6.3% | -47.5% | -43.3% |
| 6M | +25.0% | +27.9% | -2.9% | +7.2% |
| YTD | +31.3% | +29.8% | +1.5% | +11.4% |
| 1Y | +45.4% | +63.7% | -18.2% | +6.5% |
| All | -27.4% | +126.5% | -153.8% | -54.1% |
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