+843.1%
T vs TD
+7,879.0%
-7,035.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +11.4% | +0.4% | +11.0% | +11.1% |
| 3M | +14.3% | +7.6% | +6.7% | +11.1% |
| 6M | -9.3% | +25.0% | -34.3% | -16.4% |
| YTD | +7.1% | +31.0% | -23.9% | -3.2% |
| 1Y | -9.1% | +65.2% | -74.3% | -24.3% |
| 3Y | +105.3% | +122.5% | -17.2% | +52.0% |
| 5Y | +66.8% | +124.8% | -58.0% | +22.0% |
| 10Y | +66.8% | +298.2% | -231.4% | -1.2% |
| All | +843.1% | +7,879.0% | -7,035.9% | +120.5% |
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