+7.3%
PL vs TD
+56.4%
-49.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.5% | +13.0% | +12.8% |
| 7D | +10.9% | -0.6% | +11.5% | +12.0% |
| 30D | -16.4% | +7.9% | -24.3% | -23.2% |
| 3M | -39.9% | +3.1% | -43.1% | -41.8% |
| 6M | -63.2% | +17.2% | -80.4% | -69.5% |
| YTD | -27.1% | +34.7% | -61.9% | -46.7% |
| All | +7.3% | +56.4% | -49.1% | -35.3% |
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