-0.3%
SPOT vs TD
+61.0%
-61.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.0% |
| 7D | +16.6% | +1.4% | +15.2% | +16.2% |
| 30D | +29.9% | +10.2% | +19.7% | +26.9% |
| 3M | +31.3% | +8.1% | +23.1% | +28.4% |
| 6M | +43.2% | +22.3% | +20.9% | +28.4% |
| YTD | +8.1% | +39.0% | -31.0% | -11.4% |
| 1Y | -0.3% | +62.6% | -62.9% | -30.6% |
| All | -0.3% | +61.0% | -61.4% | -30.6% |
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