+55.6%
TD vs ALM
+14.6%
+41.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.1% | -7.2% | +4.1% | -2.6% |
| 30D | +6.7% | -26.4% | +33.0% | +8.7% |
| 3M | +3.1% | -38.6% | +41.7% | +5.8% |
| 6M | +17.6% | -61.0% | +78.6% | +23.2% |
| YTD | +34.8% | -7.4% | +42.2% | +37.8% |
| 1Y | +55.6% | +14.0% | +41.6% | +58.7% |
| All | +55.6% | +14.6% | +41.0% | +58.7% |
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