+62.3%
TD vs REPL
+142.1%
-79.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | +0.9% | -5.7% | +6.6% | +0.9% |
| 30D | -0.7% | +22.5% | -23.1% | -0.6% |
| 3M | +6.3% | +64.7% | -58.4% | +6.4% |
| 6M | +27.9% | +83.0% | -55.1% | +27.9% |
| YTD | +29.8% | +52.0% | -22.1% | +29.8% |
| All | +62.3% | +142.1% | -79.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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