+62.5%
T vs TD
+300.1%
-237.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.6% | +0.6% | +1.1% | +1.4% |
| 30D | -2.9% | +5.0% | -7.9% | -5.0% |
| 3M | -7.5% | +1.1% | -8.6% | -8.2% |
| 6M | -9.9% | +16.5% | -26.4% | -16.2% |
| YTD | -6.4% | +34.3% | -40.7% | -18.7% |
| 1Y | -9.4% | +52.9% | -62.3% | -25.9% |
| 3Y | +64.9% | +132.2% | -67.4% | +8.9% |
| 5Y | +57.0% | +101.9% | -44.9% | +9.5% |
| All | +62.5% | +300.1% | -237.7% | -20.8% |
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