+3,352.5%
TER vs TD
+8,106.9%
-4,754.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +11.6% |
| 7D | -5.8% | -0.6% | -5.1% | -5.0% |
| 30D | -38.9% | +7.9% | -46.9% | -42.2% |
| 3M | -35.1% | +3.1% | -38.2% | -36.5% |
| 6M | -31.6% | +17.2% | -48.8% | -39.0% |
| YTD | +27.2% | +34.7% | -7.5% | +3.4% |
| 1Y | +35.2% | +56.9% | -21.7% | -1.7% |
| 3Y | +192.8% | +134.7% | +58.1% | +57.2% |
| 5Y | +72.4% | +104.8% | -32.4% | +2.0% |
| 10Y | +1,001.8% | +305.8% | +696.0% | +285.5% |
| All | +3,352.5% | +8,106.9% | -4,754.4% | +72.6% |
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