-68.4%
PL vs TD
+16.3%
-84.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +10.9% | +11.0% |
| 7D | -6.8% | -1.7% | -5.1% | -4.9% |
| 30D | -29.3% | +8.2% | -37.5% | -35.3% |
| 3M | -44.8% | +1.7% | -46.5% | -45.6% |
| 6M | -68.4% | +14.2% | -82.6% | -77.9% |
| All | -68.4% | +16.3% | -84.6% | -77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling