+857.7%
TD vs SPXU
-100.0%
+957.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.3% |
| 7D | +1.1% | -7.6% | +8.7% | -1.0% |
| 30D | +5.2% | +5.3% | -0.1% | +7.4% |
| 3M | +1.2% | +9.6% | -8.4% | +4.9% |
| 6M | +17.7% | -4.5% | +22.3% | +18.0% |
| YTD | +34.2% | -25.9% | +60.1% | +26.6% |
| 1Y | +55.4% | -28.9% | +84.3% | +45.2% |
| 3Y | +130.4% | -80.5% | +210.9% | +57.5% |
| 5Y | +101.8% | -83.4% | +185.2% | +49.3% |
| 10Y | +301.9% | -99.5% | +401.4% | +35.3% |
| All | +857.7% | -100.0% | +957.7% | +1.0% |
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