+31.6%
Q vs TD
+56.3%
-24.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +5.5% |
| 7D | +8.4% | -0.6% | +9.1% | +9.3% |
| 30D | -1.2% | +7.9% | -9.1% | -7.9% |
| 3M | -9.3% | +3.1% | -12.4% | -11.7% |
| 6M | -15.0% | +17.2% | -32.2% | -28.2% |
| YTD | +53.5% | +34.7% | +18.7% | +11.1% |
| 1Y | +35.9% | +56.9% | -21.0% | -6.5% |
| All | +31.6% | +56.3% | -24.7% | -9.6% |
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