+614.2%
TEAM vs TD
+384.0%
+230.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -26.7% | +5.2% | -31.9% | -28.2% |
| 3M | -9.6% | +1.2% | -10.9% | -10.2% |
| 6M | +86.0% | +17.7% | +68.3% | +72.1% |
| YTD | -7.5% | +34.2% | -41.7% | -19.8% |
| 1Y | -1.4% | +55.4% | -56.8% | -20.2% |
| 3Y | -14.3% | +130.4% | -144.7% | -42.5% |
| 5Y | -66.3% | +101.8% | -168.1% | -76.0% |
| 10Y | +445.6% | +301.9% | +143.8% | +189.9% |
| All | +614.2% | +384.0% | +230.2% | +248.8% |
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 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