+45.2%
PL vs TD
+127.1%
-81.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.5% | +13.0% | +13.1% |
| 7D | +10.9% | -0.6% | +11.5% | +11.7% |
| 30D | -16.4% | +7.9% | -24.3% | -22.3% |
| 3M | -39.9% | +3.1% | -43.1% | -41.7% |
| 6M | -63.2% | +17.2% | -80.4% | -68.3% |
| YTD | -27.1% | +34.7% | -61.9% | -44.8% |
| 1Y | +12.2% | +56.9% | -44.7% | -26.1% |
| 3Y | +584.3% | +134.7% | +449.5% | +218.1% |
| 5Y | +37.0% | +104.8% | -67.8% | -25.1% |
| All | +45.2% | +127.1% | -81.9% | -21.4% |
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 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