+297.1%
TD vs RL
+297.6%
-0.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | -1.9% | -0.3% | -1.7% | -1.9% |
| 30D | -1.6% | -17.5% | +15.9% | +3.2% |
| 3M | +4.6% | -14.0% | +18.6% | +8.3% |
| 6M | +26.8% | -2.0% | +28.8% | +26.3% |
| YTD | +28.3% | -4.6% | +32.9% | +28.5% |
| 1Y | +60.4% | +9.5% | +50.9% | +54.6% |
| 3Y | +125.7% | +200.5% | -74.8% | +59.0% |
| 5Y | +122.4% | +226.3% | -103.9% | +47.9% |
| 10Y | +297.1% | +304.8% | -7.7% | +135.9% |
| All | +297.1% | +297.6% | -0.5% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling