+125.5%
TD vs ALC
-15.6%
+141.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.5% |
| 7D | +0.9% | -3.7% | +4.5% | +1.7% |
| 30D | -0.7% | -3.7% | +3.1% | +0.2% |
| 3M | +6.3% | +4.6% | +1.7% | +4.8% |
| 6M | +27.9% | -14.6% | +42.5% | +32.3% |
| YTD | +29.8% | -11.9% | +41.7% | +33.0% |
| 1Y | +63.7% | -13.1% | +76.8% | +68.0% |
| 3Y | +128.3% | -15.0% | +143.3% | +131.0% |
| 5Y | +125.5% | -16.2% | +141.7% | +118.5% |
| All | +125.5% | -15.6% | +141.2% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling