+405.0%
TD vs ALM
+7,705.7%
-7,300.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.4% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | +0.4% | +32.0% | -31.6% | +0.3% |
| 3M | +7.6% | -15.0% | +22.7% | +7.7% |
| 6M | +25.0% | -10.1% | +35.1% | +25.0% |
| YTD | +31.0% | +99.4% | -68.4% | +30.7% |
| 1Y | +65.2% | +316.4% | -251.2% | +64.4% |
| 3Y | +122.5% | +2,022.0% | -1,899.5% | +120.2% |
| 5Y | +124.8% | +941.2% | -816.4% | +122.7% |
| 10Y | +298.2% | +2,950.3% | -2,652.1% | +293.0% |
| All | +405.0% | +7,705.7% | -7,300.7% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling