-53.1%
TEAM vs TD
+123.1%
-176.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.4% |
| 7D | -4.7% | -1.9% | -2.7% | -3.5% |
| 30D | +17.0% | -1.6% | +18.6% | +17.9% |
| 3M | +85.9% | +4.6% | +81.3% | +79.4% |
| 6M | +116.7% | +26.8% | +89.8% | +82.4% |
| YTD | +9.6% | +28.3% | -18.7% | -8.9% |
| 1Y | -2.5% | +60.4% | -63.0% | -31.3% |
| 3Y | -14.0% | +125.7% | -139.7% | -53.8% |
| 5Y | -53.1% | +122.4% | -175.4% | -68.8% |
| All | -53.1% | +123.1% | -176.2% | -68.8% |
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