+303.6%
TD vs M
-5.1%
+308.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | +6.7% | +8.1% | -1.4% | +5.3% |
| 3M | +3.1% | +2.2% | +0.9% | +2.4% |
| 6M | +17.6% | +35.1% | -17.5% | +11.4% |
| YTD | +34.8% | +15.8% | +19.0% | +30.3% |
| 1Y | +55.6% | +25.8% | +29.8% | +48.2% |
| 3Y | +133.1% | +156.2% | -23.1% | +88.3% |
| 5Y | +104.7% | -2.4% | +107.0% | +86.6% |
| 10Y | +303.6% | -7.1% | +310.7% | +169.1% |
| All | +303.6% | -5.1% | +308.7% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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