-53.2%
S vs TD
+113.3%
-166.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.3% |
| 7D | -7.7% | +0.3% | -8.0% | -7.9% |
| 30D | -5.3% | +0.4% | -5.7% | -5.6% |
| 3M | +20.3% | +7.6% | +12.6% | +14.4% |
| 6M | +47.4% | +25.0% | +22.4% | +25.9% |
| YTD | +32.5% | +31.0% | +1.5% | +9.4% |
| 1Y | +9.5% | +65.2% | -55.7% | -23.7% |
| 3Y | +15.5% | +122.5% | -107.0% | -35.4% |
| 5Y | -71.2% | +124.8% | -196.0% | -81.4% |
| All | -53.2% | +113.3% | -166.6% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling