+294.4%
TD vs M
-7.1%
+301.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | +1.1% | +7.0% | -5.9% | 0.0% |
| 30D | +5.2% | +8.9% | -3.7% | +3.7% |
| 3M | +1.2% | +4.5% | -3.3% | +0.2% |
| 6M | +17.7% | +36.2% | -18.5% | +11.3% |
| YTD | +34.2% | +15.1% | +19.1% | +29.8% |
| 1Y | +55.4% | +27.4% | +28.0% | +47.7% |
| 3Y | +130.4% | +160.1% | -29.7% | +85.6% |
| 5Y | +101.8% | -1.6% | +103.4% | +83.7% |
| All | +294.4% | -7.1% | +301.5% | +162.6% |
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