+296.7%
TD vs M
-6.4%
+303.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.5% |
| 7D | +0.9% | +2.4% | -1.5% | +0.5% |
| 30D | -0.7% | -11.6% | +11.0% | +1.2% |
| 3M | +6.3% | +1.6% | +4.6% | +5.6% |
| 6M | +27.9% | +25.2% | +2.7% | +22.8% |
| YTD | +29.8% | +3.8% | +26.1% | +27.9% |
| 1Y | +63.7% | +36.3% | +27.3% | +53.9% |
| 3Y | +128.3% | +116.3% | +12.0% | +89.8% |
| 5Y | +125.5% | +28.2% | +97.3% | +93.9% |
| 10Y | +296.7% | -3.4% | +300.1% | +164.3% |
| All | +296.7% | -6.4% | +303.0% | +164.3% |
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