+101.5%
TD vs M
-11.5%
+113.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | 0.0% |
| 7D | -1.7% | -4.3% | +2.6% | -1.2% |
| 30D | +8.2% | +1.3% | +7.0% | +8.0% |
| 3M | +1.7% | -7.4% | +9.1% | +2.5% |
| 6M | +14.2% | +18.3% | -4.1% | +11.4% |
| YTD | +32.8% | +7.6% | +25.2% | +30.5% |
| 1Y | +55.5% | +17.4% | +38.1% | +51.1% |
| 3Y | +129.6% | +108.4% | +21.3% | +98.7% |
| All | +101.5% | -11.5% | +113.0% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling