-18.3%
Q vs TD
+17.2%
-35.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.5% | +5.4% | +5.5% |
| 7D | +8.4% | -0.6% | +9.1% | +9.4% |
| 30D | -1.2% | +7.9% | -9.1% | -7.2% |
| 3M | -9.3% | +3.1% | -12.4% | -10.9% |
| All | -18.3% | +17.2% | -35.5% | -38.5% |
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