-29.3%
TE vs TD
+29.9%
-59.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +11.5% |
| 7D | +18.2% | +0.9% | +17.4% | +16.1% |
| 30D | -13.5% | -0.7% | -12.9% | -12.8% |
| 3M | -44.6% | +6.3% | -50.8% | -51.2% |
| All | -29.3% | +29.9% | -59.2% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling