+254.8%
SPOT vs TD
+199.5%
+55.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -2.9% | +0.9% | -3.7% | -3.2% |
| 30D | +8.3% | -0.7% | +8.9% | +8.4% |
| 3M | +5.1% | +6.3% | -1.2% | +1.5% |
| 6M | -6.5% | +27.9% | -34.4% | -17.4% |
| YTD | -9.0% | +29.8% | -38.8% | -20.2% |
| 1Y | -26.4% | +63.7% | -90.1% | -42.4% |
| 3Y | +240.0% | +128.3% | +111.7% | +122.8% |
| 5Y | +111.7% | +125.5% | -13.8% | +41.8% |
| All | +254.8% | +199.5% | +55.3% | +110.2% |
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