+7,930.8%
TD vs M
+158.9%
+7,771.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -1.9% |
| 7D | +0.3% | +4.7% | -4.4% | -0.7% |
| 30D | +0.4% | -9.6% | +10.0% | +2.5% |
| 3M | +7.6% | +0.9% | +6.8% | +6.9% |
| 6M | +25.0% | +22.3% | +2.7% | +18.7% |
| YTD | +31.0% | +6.5% | +24.5% | +27.6% |
| 1Y | +65.2% | +38.8% | +26.4% | +51.1% |
| 3Y | +122.5% | +115.9% | +6.6% | +73.1% |
| 5Y | +124.8% | +28.6% | +96.2% | +82.1% |
| 10Y | +298.2% | -2.5% | +300.8% | +182.6% |
| All | +7,930.8% | +158.9% | +7,771.9% | +3,113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling