+195.0%
TD vs ALC
+24.0%
+171.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | +0.4% | -0.1% | +0.5% | +0.3% |
| 3M | +7.6% | +5.9% | +1.8% | +5.0% |
| 6M | +25.0% | -15.9% | +40.9% | +31.7% |
| YTD | +31.0% | -10.1% | +41.1% | +34.4% |
| 1Y | +65.2% | -10.2% | +75.4% | +69.0% |
| 3Y | +122.5% | -13.6% | +136.0% | +124.3% |
| 5Y | +124.8% | -15.1% | +139.9% | +123.7% |
| All | +195.0% | +24.0% | +171.0% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling