+62.6%
TD vs ALM
+44.8%
+17.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.7% |
| 7D | +1.4% | -6.4% | +7.8% | +1.8% |
| 30D | +10.2% | -35.0% | +45.2% | +13.2% |
| 3M | +8.1% | -33.8% | +41.9% | +10.4% |
| 6M | +22.3% | -55.0% | +77.3% | +26.9% |
| YTD | +39.0% | -0.2% | +39.3% | +41.5% |
| 1Y | +62.6% | +41.8% | +20.9% | +63.8% |
| All | +62.6% | +44.8% | +17.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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