-68.6%
S vs TD
+105.4%
-174.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.5% | +7.0% |
| 7D | +1.6% | -0.6% | +2.2% | +2.2% |
| 30D | -10.5% | +7.9% | -18.4% | -14.8% |
| 3M | +9.9% | +3.1% | +6.8% | +7.6% |
| 6M | +41.8% | +17.2% | +24.6% | +26.3% |
| YTD | +56.8% | +34.7% | +22.1% | +24.9% |
| 1Y | +39.0% | +56.9% | -17.9% | -2.1% |
| 3Y | +53.8% | +134.7% | -80.9% | -21.8% |
| 5Y | -68.6% | +104.8% | -173.4% | -82.5% |
| All | -68.6% | +105.4% | -174.0% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling