+655.3%
P vs TD
+302.8%
+352.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.2% |
| 7D | -4.7% | -3.1% | -1.7% | -2.3% |
| 30D | -31.4% | +6.7% | -38.1% | -34.1% |
| 3M | -2.6% | +3.1% | -5.7% | -4.4% |
| 6M | +21.9% | +17.6% | +4.3% | +9.5% |
| YTD | +58.9% | +34.8% | +24.1% | +30.4% |
| 1Y | +21.7% | +55.6% | -33.9% | -9.0% |
| 3Y | +193.3% | +133.1% | +60.2% | +62.6% |
| 5Y | +275.1% | +104.7% | +170.5% | +124.6% |
| 10Y | +655.3% | +303.6% | +351.8% | +156.3% |
| All | +655.3% | +302.8% | +352.6% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling