+14.7%
S vs TD
+128.4%
-113.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | -5.8% | +0.9% | -6.7% | -6.3% |
| 30D | -9.2% | -0.7% | -8.6% | -8.9% |
| 3M | +23.4% | +6.3% | +17.1% | +19.2% |
| 6M | +36.9% | +27.9% | +9.0% | +17.6% |
| YTD | +29.5% | +29.8% | -0.3% | +9.9% |
| 1Y | +5.4% | +63.7% | -58.2% | -24.0% |
| 3Y | +14.7% | +128.3% | -113.6% | -32.3% |
| All | +14.7% | +128.4% | -113.7% | -32.3% |
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