+64.2%
T vs TD
+123.1%
-58.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.5% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | +4.6% | -1.6% | +6.2% | +5.0% |
| 3M | +12.2% | +4.6% | +7.6% | +10.6% |
| 6M | -6.5% | +26.8% | -33.3% | -12.7% |
| YTD | +4.9% | +28.3% | -23.4% | -2.7% |
| 1Y | -10.5% | +60.4% | -70.9% | -22.9% |
| 3Y | +104.6% | +125.7% | -21.1% | +55.0% |
| 5Y | +64.2% | +122.4% | -58.2% | +18.6% |
| All | +64.2% | +123.1% | -58.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling