+63.7%
TD vs M
+31.9%
+31.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | +0.9% | +2.4% | -1.5% | +0.6% |
| 30D | -0.7% | -11.6% | +11.0% | +0.7% |
| 3M | +6.3% | +1.6% | +4.6% | +5.6% |
| 6M | +27.9% | +25.2% | +2.7% | +23.9% |
| YTD | +29.8% | +3.8% | +26.1% | +27.9% |
| 1Y | +63.7% | +36.3% | +27.3% | +57.1% |
| All | +63.7% | +31.9% | +31.7% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling