+202.5%
TD vs ALC
+30.3%
+172.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -0.7% | +2.3% | -3.0% | -1.5% |
| 30D | +7.6% | +15.5% | -7.9% | +2.4% |
| 3M | +3.0% | +0.6% | +2.4% | +2.5% |
| 6M | +16.8% | +18.4% | -1.5% | +9.4% |
| YTD | +34.3% | -5.6% | +39.9% | +35.3% |
| 1Y | +56.0% | 0.0% | +55.9% | +53.5% |
| 3Y | +132.4% | +2.8% | +129.5% | +118.0% |
| 5Y | +103.7% | -8.8% | +112.4% | +97.4% |
| All | +202.5% | +30.3% | +172.2% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling