+297.1%
TD vs ALM
+3,082.3%
-2,785.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.0% |
| 7D | -1.9% | +3.6% | -5.5% | -2.0% |
| 30D | -1.6% | +33.8% | -35.4% | -2.6% |
| 3M | +4.6% | +14.8% | -10.2% | +3.9% |
| 6M | +26.8% | -7.0% | +33.8% | +26.3% |
| YTD | +28.3% | +108.1% | -79.7% | +24.8% |
| 1Y | +60.4% | +313.8% | -253.3% | +52.8% |
| 3Y | +125.7% | +2,227.6% | -2,101.9% | +102.1% |
| 5Y | +122.4% | +956.6% | -834.3% | +101.8% |
| 10Y | +297.1% | +3,082.3% | -2,785.2% | +254.4% |
| All | +297.1% | +3,082.3% | -2,785.2% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling