+826.2%
TD vs SPXU
-100.0%
+926.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.4% |
| 7D | +0.9% | -1.5% | +2.3% | +0.5% |
| 30D | -0.7% | +3.7% | -4.4% | +0.5% |
| 3M | +6.3% | -9.6% | +15.8% | +3.9% |
| 6M | +27.9% | -32.4% | +60.3% | +16.1% |
| YTD | +29.8% | -28.7% | +58.5% | +20.1% |
| 1Y | +63.7% | -38.2% | +101.9% | +46.2% |
| 3Y | +128.3% | -80.4% | +208.8% | +56.0% |
| 5Y | +125.5% | -86.0% | +211.6% | +57.6% |
| 10Y | +296.7% | -99.5% | +396.2% | +31.6% |
| All | +826.2% | -100.0% | +926.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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