+137.7%
TD vs TLN
+630.2%
-492.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.6% | -1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.7% |
| 30D | +8.2% | -10.5% | +18.7% | +8.8% |
| 3M | +1.7% | +0.1% | +1.6% | +1.4% |
| 6M | +14.2% | -17.4% | +31.6% | +14.9% |
| YTD | +32.8% | -9.7% | +42.4% | +32.4% |
| 1Y | +55.5% | -12.3% | +67.7% | +55.2% |
| 3Y | +129.6% | +528.3% | -398.6% | +96.1% |
| All | +137.7% | +630.2% | -492.5% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling