+8,162.8%
TD vs M
+181.5%
+7,981.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.4% |
| 30D | +6.7% | +8.1% | -1.4% | +4.7% |
| 3M | +3.1% | +2.2% | +0.9% | +2.2% |
| 6M | +17.6% | +35.1% | -17.5% | +9.1% |
| YTD | +34.8% | +15.8% | +19.0% | +28.5% |
| 1Y | +55.6% | +25.8% | +29.8% | +45.3% |
| 3Y | +133.1% | +156.2% | -23.1% | +74.5% |
| 5Y | +104.7% | -2.4% | +107.0% | +78.7% |
| 10Y | +303.6% | -7.1% | +310.7% | +191.2% |
| All | +8,162.8% | +181.5% | +7,981.3% | +3,136.2% |
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