+123.2%
TD vs BG
+20.1%
+103.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | -2.6% | +3.7% | -6.3% | -2.9% |
| 30D | -1.0% | +12.3% | -13.4% | -2.2% |
| 3M | +5.6% | -2.2% | +7.8% | +5.9% |
| 6M | +27.1% | +5.3% | +21.8% | +25.9% |
| YTD | +29.4% | +42.4% | -13.0% | +22.3% |
| 1Y | +60.7% | +55.2% | +5.5% | +49.1% |
| All | +123.2% | +20.1% | +103.1% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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