+31.0%
PL vs TD
+101.4%
-70.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +10.0% | +1.1% | +8.9% | +9.0% |
| 30D | -2.3% | +5.2% | -7.5% | -7.0% |
| 3M | -44.2% | +1.2% | -45.4% | -44.9% |
| 6M | -66.1% | +17.7% | -83.9% | -71.2% |
| YTD | -30.0% | +34.2% | -64.2% | -47.8% |
| 1Y | +21.0% | +55.4% | -34.4% | -22.0% |
| 3Y | +516.5% | +130.4% | +386.1% | +173.8% |
| All | +31.0% | +101.4% | -70.3% | -32.0% |
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