+32.9%
PL vs TD
+103.6%
-70.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | +22.3% | +0.6% | +21.7% | +21.7% |
| 30D | -8.3% | +5.0% | -13.3% | -12.6% |
| 3M | -43.3% | +1.1% | -44.4% | -43.9% |
| 6M | -65.8% | +16.5% | -82.3% | -70.7% |
| YTD | -29.5% | +34.3% | -63.8% | -47.5% |
| 1Y | +11.7% | +52.9% | -41.1% | -26.7% |
| 3Y | +540.6% | +132.2% | +408.3% | +182.5% |
| 5Y | +32.9% | +101.9% | -69.0% | -31.2% |
| All | +32.9% | +103.6% | -70.8% | -31.2% |
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