-48.0%
SE vs TD
+56.3%
-104.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -7.7% | -3.1% | -4.7% | -6.0% |
| 30D | -22.8% | +6.7% | -29.5% | -25.4% |
| 3M | -43.7% | +3.1% | -46.8% | -44.8% |
| 6M | -12.8% | +17.6% | -30.5% | -23.8% |
| YTD | -42.0% | +34.8% | -76.8% | -55.1% |
| 1Y | -48.0% | +55.6% | -103.6% | -63.8% |
| All | -48.0% | +56.3% | -104.3% | -63.8% |
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