-70.8%
OPEN vs TD
+244.9%
-315.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +2.3% |
| 7D | -4.3% | +0.3% | -4.6% | -4.6% |
| 30D | -16.2% | +0.4% | -16.6% | -16.9% |
| 3M | -36.4% | +7.6% | -44.0% | -42.0% |
| 6M | -35.5% | +25.0% | -60.4% | -51.2% |
| YTD | -46.0% | +31.0% | -77.0% | -61.5% |
| 1Y | -47.1% | +65.2% | -112.3% | -71.3% |
| 3Y | -19.0% | +122.5% | -141.5% | -68.7% |
| 5Y | -83.6% | +124.8% | -208.4% | -92.9% |
| All | -70.8% | +244.9% | -315.8% | -86.9% |
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 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