+726.8%
T vs TD
+8,109.5%
-7,382.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +2.0% | -3.1% | +5.0% | +3.0% |
| 30D | -1.0% | +6.7% | -7.7% | -3.3% |
| 3M | -8.1% | +3.1% | -11.2% | -9.4% |
| 6M | -8.3% | +17.6% | -25.9% | -13.7% |
| YTD | -6.1% | +34.8% | -40.9% | -16.1% |
| 1Y | -7.4% | +55.6% | -63.0% | -21.4% |
| 3Y | +65.4% | +133.1% | -67.7% | +20.4% |
| 5Y | +57.6% | +104.7% | -47.0% | +19.0% |
| 10Y | +61.4% | +303.6% | -242.2% | -5.0% |
| All | +726.8% | +8,109.5% | -7,382.7% | +91.0% |
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