+342.6%
TD vs WING
+685.5%
-342.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | -0.7% | +5.0% | -5.7% | -1.1% |
| 30D | +7.6% | +38.7% | -31.1% | +4.3% |
| 3M | +3.0% | +44.7% | -41.7% | -0.8% |
| 6M | +16.8% | +31.5% | -14.6% | +13.0% |
| YTD | +34.3% | -28.4% | +62.8% | +36.5% |
| 1Y | +56.0% | -28.2% | +84.1% | +58.2% |
| 3Y | +132.4% | -18.4% | +150.8% | +124.4% |
| 5Y | +103.7% | +5.2% | +98.4% | +86.1% |
| 10Y | +299.2% | +699.8% | -400.7% | +167.0% |
| All | +342.6% | +685.5% | -342.9% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling