+32.0%
Q vs TD
+48.9%
-16.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +3.0% |
| 7D | +6.6% | -1.9% | +8.5% | +8.6% |
| 30D | -6.6% | -1.6% | -5.0% | -4.9% |
| 3M | -13.2% | +4.6% | -17.8% | -17.9% |
| 6M | +9.9% | +26.8% | -16.9% | -16.0% |
| YTD | +53.9% | +28.3% | +25.6% | +16.8% |
| All | +32.0% | +48.9% | -16.9% | -5.0% |
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 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