+131.4%
TD vs ALM
+901.8%
-770.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.1% | -7.2% | +4.1% | -2.8% |
| 30D | +6.7% | -26.4% | +33.0% | +8.0% |
| 3M | +3.1% | -38.6% | +41.7% | +4.9% |
| 6M | +17.6% | -61.0% | +78.6% | +21.3% |
| YTD | +34.8% | -7.4% | +42.2% | +34.8% |
| 1Y | +55.6% | +14.0% | +41.6% | +54.5% |
| All | +131.4% | +901.8% | -770.5% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling