+116.9%
RF vs TD
+132.9%
-16.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.4% | +0.6% | -0.2% | 0.0% |
| 30D | +5.6% | +5.0% | +0.6% | +2.1% |
| 3M | -8.9% | +1.1% | -10.0% | -9.6% |
| 6M | +7.1% | +16.5% | -9.4% | -3.7% |
| YTD | +8.3% | +34.3% | -26.0% | -11.5% |
| 1Y | +16.8% | +52.9% | -36.0% | -12.4% |
| All | +116.9% | +132.9% | -16.1% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling