-53.2%
TE vs TD
+182.8%
-236.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | -15.9% | +0.4% | -16.3% | -16.0% |
| 3M | -60.5% | +7.6% | -68.2% | -62.0% |
| 6M | -35.2% | +25.0% | -60.2% | -42.4% |
| YTD | -31.1% | +31.0% | -62.1% | -40.0% |
| 1Y | +148.6% | +65.2% | +83.5% | +94.0% |
| 3Y | -26.4% | +122.5% | -148.9% | -49.8% |
| 5Y | -48.0% | +124.8% | -172.8% | -63.8% |
| All | -53.2% | +182.8% | -236.0% | -67.5% |
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 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