+66.1%
T vs TD
+133.8%
-67.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +2.0% | -3.1% | +5.0% | +2.2% |
| 30D | -1.0% | +6.7% | -7.7% | -1.5% |
| 3M | -8.1% | +3.1% | -11.2% | -8.3% |
| 6M | -8.3% | +17.6% | -25.9% | -9.6% |
| YTD | -6.1% | +34.8% | -40.9% | -8.9% |
| 1Y | -7.4% | +55.6% | -63.0% | -12.3% |
| All | +66.1% | +133.8% | -67.7% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling