+123.2%
TD vs RRX
+1.6%
+121.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.1% |
| 7D | -2.6% | -3.7% | +1.2% | -2.1% |
| 30D | -1.0% | -9.3% | +8.3% | +0.2% |
| 3M | +5.6% | -21.8% | +27.4% | +8.4% |
| 6M | +27.1% | -22.0% | +49.1% | +29.8% |
| YTD | +29.4% | +11.9% | +17.5% | +25.9% |
| 1Y | +60.7% | +11.6% | +49.1% | +56.0% |
| All | +123.2% | +1.6% | +121.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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