+44.1%
PL vs TD
+126.4%
-82.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +5.6% | -0.7% | +6.3% | +6.5% |
| 30D | -16.9% | +7.6% | -24.6% | -22.6% |
| 3M | -38.2% | +3.0% | -41.2% | -39.9% |
| 6M | -63.4% | +16.8% | -80.3% | -68.4% |
| YTD | -27.6% | +34.3% | -62.0% | -45.1% |
| 1Y | +6.6% | +56.0% | -49.4% | -29.4% |
| 3Y | +557.6% | +132.4% | +425.3% | +208.2% |
| 5Y | +39.5% | +103.7% | -64.2% | -23.5% |
| All | +44.1% | +126.4% | -82.3% | -21.7% |
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