+589.4%
SE vs TD
+200.1%
+389.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | 0.0% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | -2.5% | +0.4% | -2.9% | -2.8% |
| 3M | +21.7% | +7.6% | +14.1% | +15.5% |
| 6M | +27.0% | +25.0% | +2.0% | +8.7% |
| YTD | -12.1% | +31.0% | -43.1% | -27.1% |
| 1Y | -40.9% | +65.2% | -106.1% | -58.2% |
| 3Y | +191.0% | +122.5% | +68.5% | +63.4% |
| 5Y | -68.3% | +124.8% | -193.1% | -81.5% |
| All | +589.4% | +200.1% | +389.3% | +202.9% |
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