+8,160.2%
TD vs M
+182.6%
+7,977.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | -0.2% |
| 7D | -0.6% | +2.5% | -3.2% | -1.3% |
| 30D | +7.9% | +10.1% | -2.1% | +5.5% |
| 3M | +3.1% | -0.9% | +4.1% | +2.9% |
| 6M | +17.2% | +30.2% | -13.0% | +9.6% |
| YTD | +34.7% | +16.3% | +18.5% | +28.4% |
| 1Y | +56.9% | +27.0% | +29.9% | +46.3% |
| 3Y | +134.7% | +154.5% | -19.7% | +76.0% |
| 5Y | +104.8% | -1.1% | +105.9% | +78.2% |
| 10Y | +305.8% | +0.5% | +305.3% | +186.6% |
| All | +8,160.2% | +182.6% | +7,977.5% | +3,132.4% |
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