+1,840.1%
SPY vs TD
+8,075.2%
-6,235.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | -2.0% | +5.2% | -7.2% | -4.3% |
| 3M | -2.8% | +1.2% | -4.0% | -3.5% |
| 6M | +2.1% | +17.7% | -15.6% | -5.8% |
| YTD | +11.5% | +34.2% | -22.7% | -3.5% |
| 1Y | +13.5% | +55.4% | -42.0% | -8.5% |
| 3Y | +77.7% | +130.4% | -52.7% | +17.5% |
| 5Y | +72.6% | +101.8% | -29.2% | +20.6% |
| 10Y | +308.2% | +301.9% | +6.3% | +102.3% |
| All | +1,840.1% | +8,075.2% | -6,235.0% | +199.0% |
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