+134.7%
TD vs RL
+254.6%
-119.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +0.6% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +7.9% | +7.3% | +0.6% | +6.8% |
| 3M | +3.1% | +1.0% | +2.1% | +2.9% |
| 6M | +17.2% | +11.8% | +5.4% | +14.9% |
| YTD | +34.7% | +13.6% | +21.1% | +31.6% |
| 1Y | +56.9% | +24.0% | +32.9% | +51.5% |
| 3Y | +134.7% | +256.6% | -121.8% | +92.5% |
| All | +134.7% | +254.6% | -119.8% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling