-17.0%
TEAM vs TD
+123.9%
-140.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | -4.7% | -1.9% | -2.7% | -4.1% |
| 30D | +17.0% | -1.6% | +18.6% | +17.5% |
| 3M | +85.9% | +4.6% | +81.3% | +81.9% |
| 6M | +116.7% | +26.8% | +89.8% | +92.7% |
| YTD | +9.6% | +28.3% | -18.7% | -3.4% |
| 1Y | -2.5% | +60.4% | -63.0% | -24.5% |
| All | -17.0% | +123.9% | -140.9% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling