+281.3%
P vs TD
+124.9%
+156.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +2.1% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +18.8% | +0.4% | +18.4% | +18.5% |
| 3M | +26.7% | +7.6% | +19.1% | +22.0% |
| 6M | +62.2% | +25.0% | +37.2% | +43.3% |
| YTD | +48.5% | +31.0% | +17.5% | +28.1% |
| 1Y | +26.4% | +65.2% | -38.8% | -2.9% |
| 3Y | +159.4% | +122.5% | +36.9% | +63.8% |
| All | +281.3% | +124.9% | +156.3% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling