+5,200.4%
TECH vs TD
+8,109.5%
-2,909.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -3.1% | +3.2% | +1.0% |
| 30D | +0.3% | +6.7% | -6.4% | -1.8% |
| 3M | +1.0% | +3.1% | -2.1% | -0.2% |
| 6M | +54.0% | +17.6% | +36.3% | +45.9% |
| YTD | +24.3% | +34.8% | -10.5% | +12.6% |
| 1Y | +23.7% | +55.6% | -31.9% | +7.1% |
| 3Y | +28.5% | +133.1% | -104.7% | -2.2% |
| 5Y | -41.2% | +104.7% | -145.9% | -53.7% |
| 10Y | +189.2% | +303.6% | -114.4% | +83.4% |
| All | +5,200.4% | +8,109.5% | -2,909.1% | +1,619.7% |
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