+70.3%
T vs TD
+306.3%
-236.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +7.5% | -1.9% | +9.4% | +8.2% |
| 3M | +14.8% | +4.8% | +10.1% | +12.2% |
| 6M | -1.7% | +28.0% | -29.7% | -12.3% |
| YTD | +8.7% | +30.3% | -21.6% | -4.1% |
| 1Y | -7.5% | +59.8% | -67.2% | -25.8% |
| 3Y | +110.2% | +124.7% | -14.5% | +41.3% |
| 5Y | +71.6% | +127.0% | -55.3% | +12.4% |
| All | +70.3% | +306.3% | -236.0% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling