+12,759.1%
TDG vs TD
+811.0%
+11,948.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.3% |
| 30D | -8.0% | -1.6% | -6.4% | -7.2% |
| 3M | -10.5% | +4.6% | -15.1% | -13.1% |
| 6M | -11.9% | +26.8% | -38.7% | -23.9% |
| YTD | -15.4% | +28.3% | -43.7% | -27.5% |
| 1Y | -14.2% | +60.4% | -74.7% | -36.0% |
| 3Y | +51.0% | +125.7% | -74.7% | -10.2% |
| 5Y | +126.5% | +122.4% | +4.1% | +35.5% |
| 10Y | +535.6% | +297.1% | +238.5% | +177.8% |
| All | +12,759.1% | +811.0% | +11,948.2% | +3,449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling