+121.3%
TD vs WING
-29.7%
+151.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -1.6% | -5.6% | +4.0% | -1.5% |
| 3M | +4.6% | -22.9% | +27.5% | +5.4% |
| 6M | +26.8% | -50.4% | +77.2% | +29.6% |
| YTD | +28.3% | -53.3% | +81.6% | +31.4% |
| 1Y | +60.4% | -61.2% | +121.7% | +65.0% |
| All | +121.3% | -29.7% | +151.0% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling