+22.5%
P vs TD
+61.8%
-39.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.1% |
| 7D | +5.0% | -1.9% | +6.9% | +6.6% |
| 30D | -0.9% | -1.6% | +0.7% | +0.2% |
| 3M | +38.7% | +4.6% | +34.0% | +33.3% |
| 6M | +54.4% | +26.8% | +27.6% | +20.3% |
| YTD | +44.8% | +28.3% | +16.5% | +10.9% |
| 1Y | +22.5% | +60.4% | -37.9% | -21.8% |
| All | +22.5% | +61.8% | -39.3% | -21.8% |
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 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