-53.4%
S vs TD
+110.7%
-164.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.4% |
| 7D | +0.1% | -2.6% | +2.6% | +1.7% |
| 30D | -11.8% | -1.0% | -10.8% | -11.3% |
| 3M | +33.9% | +5.6% | +28.3% | +29.0% |
| 6M | +40.1% | +27.1% | +13.0% | +18.4% |
| YTD | +32.1% | +29.4% | +2.7% | +9.9% |
| 1Y | +11.0% | +60.7% | -49.6% | -21.1% |
| 3Y | +16.9% | +127.6% | -110.7% | -35.7% |
| 5Y | -68.9% | +125.4% | -194.3% | -79.6% |
| All | -53.4% | +110.7% | -164.1% | -70.6% |
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 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