+3,630.1%
TER vs TD
+8,109.5%
-4,479.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.1% |
| 7D | +5.9% | -3.1% | +9.0% | +9.0% |
| 30D | -30.8% | +6.7% | -37.4% | -33.9% |
| 3M | -29.9% | +3.1% | -33.1% | -31.4% |
| 6M | -27.5% | +17.6% | -45.1% | -35.5% |
| YTD | +37.5% | +34.8% | +2.7% | +11.7% |
| 1Y | +50.3% | +55.6% | -5.4% | +10.0% |
| 3Y | +204.9% | +133.1% | +71.8% | +64.6% |
| 5Y | +89.2% | +104.7% | -15.5% | +12.0% |
| 10Y | +1,077.0% | +303.6% | +773.4% | +313.7% |
| All | +3,630.1% | +8,109.5% | -4,479.4% | +86.5% |
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