+209.9%
ON vs TD
+2,787.1%
-2,577.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +2.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | -3.3% | +0.4% | -3.7% | -3.6% |
| 3M | -43.6% | +7.6% | -51.2% | -47.1% |
| 6M | +19.0% | +25.0% | -6.0% | -2.8% |
| YTD | +37.4% | +31.0% | +6.4% | +6.9% |
| 1Y | +54.8% | +65.2% | -10.4% | -3.4% |
| 3Y | -25.2% | +122.5% | -147.7% | -65.5% |
| 5Y | +62.7% | +124.8% | -62.1% | -25.0% |
| 10Y | +574.3% | +298.2% | +276.1% | +89.0% |
| All | +209.9% | +2,787.1% | -2,577.2% | -88.4% |
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