+62.6%
TD vs ALC
+4.2%
+58.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.1% | +2.1% |
| 7D | +1.4% | +10.7% | -9.3% | +0.4% |
| 30D | +10.2% | +20.2% | -9.9% | +8.3% |
| 3M | +8.1% | +8.9% | -0.8% | +7.1% |
| 6M | +22.3% | +5.7% | +16.6% | +21.1% |
| YTD | +39.0% | -1.4% | +40.5% | +39.9% |
| 1Y | +62.6% | +4.7% | +57.9% | +62.4% |
| All | +62.6% | +4.2% | +58.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling