+342.2%
TD vs WING
+635.9%
-293.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | +5.2% | +29.3% | -24.0% | +2.6% |
| 3M | +1.2% | +39.9% | -38.7% | -2.3% |
| 6M | +17.7% | +32.4% | -14.7% | +13.7% |
| YTD | +34.2% | -32.9% | +67.2% | +37.2% |
| 1Y | +55.4% | -31.9% | +87.3% | +58.4% |
| 3Y | +130.4% | -24.9% | +155.3% | +124.3% |
| 5Y | +101.8% | -0.7% | +102.5% | +85.3% |
| 10Y | +301.9% | +645.9% | -344.1% | +170.5% |
| All | +342.2% | +635.9% | -293.6% | +190.2% |
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