+9.0%
S vs TD
+59.9%
-51.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -12.6% | -1.6% | -10.9% | -12.4% |
| 3M | +27.6% | +4.6% | +22.9% | +27.5% |
| 6M | +35.5% | +26.8% | +8.7% | +28.8% |
| YTD | +29.6% | +28.3% | +1.3% | +22.7% |
| All | +9.0% | +59.9% | -51.0% | -8.4% |
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