+56.0%
TD vs TLN
-8.6%
+64.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | +7.6% | -4.6% | +12.2% | +7.9% |
| 3M | +3.0% | +5.2% | -2.2% | +2.2% |
| 6M | +16.8% | -6.5% | +23.4% | +16.7% |
| YTD | +34.3% | -3.6% | +38.0% | +33.2% |
| 1Y | +56.0% | -8.2% | +64.2% | +54.4% |
| All | +56.0% | -8.6% | +64.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling