+37.6%
S vs TD
+56.3%
-18.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.2% | -3.1% | +4.3% | +1.8% |
| 30D | -7.3% | +6.7% | -14.0% | -7.2% |
| 3M | +5.9% | +3.1% | +2.8% | +6.1% |
| 6M | +45.6% | +17.6% | +28.0% | +48.1% |
| YTD | +58.5% | +34.8% | +23.7% | +59.0% |
| 1Y | +37.6% | +55.6% | -18.0% | +53.8% |
| All | +37.6% | +56.3% | -18.7% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling