-83.6%
OPEN vs TD
+123.5%
-207.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.3% |
| 7D | +1.0% | +0.9% | +0.1% | -0.2% |
| 30D | -11.9% | -0.7% | -11.3% | -11.4% |
| 3M | -28.8% | +6.3% | -35.0% | -35.0% |
| 6M | -38.6% | +27.9% | -66.5% | -57.1% |
| YTD | -47.3% | +29.8% | -77.2% | -64.2% |
| 1Y | -49.2% | +63.7% | -112.8% | -74.9% |
| 3Y | -18.8% | +128.3% | -147.1% | -74.9% |
| 5Y | -83.6% | +125.5% | -209.1% | -93.8% |
| All | -83.6% | +123.5% | -207.1% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling