+176.6%
P vs TD
+129.3%
+47.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -23.8% | -1.7% | -22.1% | -22.9% |
| 30D | -36.6% | +8.2% | -44.9% | -38.5% |
| 3M | +10.9% | +1.7% | +9.2% | +10.6% |
| 6M | +30.0% | +14.2% | +15.7% | +23.2% |
| YTD | +44.4% | +32.8% | +11.6% | +27.9% |
| 1Y | +3.9% | +55.5% | -51.5% | -12.8% |
| 3Y | +176.6% | +129.6% | +47.0% | +80.4% |
| All | +176.6% | +129.3% | +47.3% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling