+62.3%
TD vs ALC
-13.1%
+75.4%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.7% |
| 7D | +0.9% | -3.7% | +4.5% | +1.2% |
| 30D | -0.7% | -3.7% | +3.1% | -0.3% |
| 3M | +6.3% | +4.6% | +1.7% | +5.4% |
| 6M | +27.9% | -14.6% | +42.5% | +31.0% |
| YTD | +29.8% | -11.9% | +41.7% | +32.1% |
| All | +62.3% | -13.1% | +75.4% | +65.9% |
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