+17.5%
P vs TD
+61.0%
-43.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -7.0% |
| 7D | -19.4% | +1.4% | -20.7% | -20.1% |
| 30D | -22.3% | +10.2% | -32.6% | -27.9% |
| 3M | +33.2% | +8.1% | +25.1% | +25.5% |
| 6M | +53.6% | +22.3% | +31.3% | +28.0% |
| YTD | +66.8% | +39.0% | +27.8% | +14.5% |
| 1Y | +17.5% | +62.6% | -45.1% | -47.6% |
| All | +17.5% | +61.0% | -43.5% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling