+124.3%
TDG vs TD
+125.7%
-1.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | -7.7% | -1.9% | -5.8% | -6.8% |
| 3M | -9.3% | +4.8% | -14.1% | -11.9% |
| 6M | -9.4% | +28.0% | -37.4% | -21.2% |
| YTD | -14.3% | +30.3% | -44.5% | -26.3% |
| 1Y | -11.8% | +59.8% | -71.6% | -32.6% |
| 3Y | +52.0% | +124.7% | -72.7% | -7.4% |
| All | +124.3% | +125.7% | -1.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling