+326.6%
TD vs TRU
+228.6%
+98.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | +0.9% | -7.2% | +8.0% | +2.8% |
| 30D | -0.7% | -2.8% | +2.2% | -0.1% |
| 3M | +6.3% | +13.0% | -6.8% | +1.9% |
| 6M | +27.9% | +0.7% | +27.2% | +26.1% |
| YTD | +29.8% | -9.0% | +38.8% | +30.7% |
| 1Y | +63.7% | -16.3% | +80.0% | +67.9% |
| 3Y | +128.3% | -1.1% | +129.4% | +111.5% |
| 5Y | +125.5% | -36.0% | +161.5% | +137.4% |
| 10Y | +296.7% | +139.9% | +156.8% | +181.1% |
| All | +326.6% | +228.6% | +98.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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