+110.6%
SPOT vs TD
+122.4%
-11.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.7% |
| 7D | -6.9% | -2.6% | -4.3% | -5.5% |
| 30D | +4.1% | -1.0% | +5.2% | +4.5% |
| 3M | +3.7% | +5.6% | -1.9% | -0.2% |
| 6M | -1.6% | +27.1% | -28.7% | -15.0% |
| YTD | -10.2% | +29.4% | -39.6% | -23.3% |
| 1Y | -25.9% | +60.7% | -86.6% | -44.4% |
| 3Y | +235.6% | +127.6% | +108.0% | +98.3% |
| 5Y | +110.6% | +125.4% | -14.8% | +36.6% |
| All | +110.6% | +122.4% | -11.8% | +36.6% |
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 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