+134.6%
TD vs TLN
+583.6%
-449.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.1% | -1.6% |
| 7D | +0.3% | +7.1% | -6.7% | -0.1% |
| 30D | +0.4% | -3.9% | +4.3% | +0.6% |
| 3M | +7.6% | -16.2% | +23.8% | +8.6% |
| 6M | +25.0% | -5.8% | +30.8% | +25.1% |
| YTD | +31.0% | -15.4% | +46.4% | +31.6% |
| 1Y | +65.2% | -16.7% | +81.9% | +65.8% |
| 3Y | +122.5% | +473.8% | -351.3% | +92.0% |
| All | +134.6% | +583.6% | -449.0% | +101.3% |
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