+125.5%
TD vs ACM
+4.8%
+120.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -0.7% | -12.9% | +12.3% | +2.7% |
| 3M | +6.3% | -6.4% | +12.6% | +7.3% |
| 6M | +27.9% | -29.2% | +57.1% | +40.3% |
| YTD | +29.8% | -29.9% | +59.8% | +42.0% |
| 1Y | +63.7% | -47.3% | +110.9% | +96.2% |
| 3Y | +128.3% | -19.6% | +147.9% | +126.8% |
| 5Y | +125.5% | +5.5% | +120.0% | +101.2% |
| All | +125.5% | +4.8% | +120.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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