+189.0%
TD vs ALC
+20.4%
+168.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -1.9% | -5.3% | +3.4% | -0.1% |
| 30D | -1.6% | -7.1% | +5.5% | +0.8% |
| 3M | +4.6% | +0.8% | +3.8% | +3.9% |
| 6M | +26.8% | -16.0% | +42.8% | +33.5% |
| YTD | +28.3% | -12.7% | +41.1% | +33.0% |
| 1Y | +60.4% | -12.8% | +73.3% | +65.8% |
| 3Y | +125.7% | -15.8% | +141.6% | +129.6% |
| 5Y | +122.4% | -16.7% | +139.0% | +122.2% |
| All | +189.0% | +20.4% | +168.6% | +115.2% |
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