+29.7%
Q vs TD
+50.6%
-20.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +3.3% |
| 7D | +6.7% | +0.9% | +5.9% | +5.6% |
| 30D | -10.6% | -0.7% | -10.0% | -9.9% |
| 3M | -14.6% | +6.3% | -20.9% | -20.4% |
| 6M | +12.1% | +27.9% | -15.9% | -15.2% |
| YTD | +51.3% | +29.8% | +21.4% | +13.4% |
| All | +29.7% | +50.6% | -20.9% | -7.7% |
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