+3,186.9%
TGT vs TD
+7,715.7%
-4,528.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -2.7% |
| 7D | -3.6% | -1.9% | -1.7% | -2.7% |
| 30D | +4.4% | -1.6% | +6.0% | +5.0% |
| 3M | +25.4% | +4.6% | +20.8% | +22.3% |
| 6M | +33.4% | +26.8% | +6.6% | +18.9% |
| YTD | +65.6% | +28.3% | +37.3% | +46.6% |
| 1Y | +80.3% | +60.4% | +19.8% | +44.0% |
| 3Y | +42.1% | +125.7% | -83.6% | -3.8% |
| 5Y | -25.0% | +122.4% | -147.4% | -49.2% |
| 10Y | +208.2% | +297.1% | -88.9% | +53.6% |
| All | +3,186.9% | +7,715.7% | -4,528.7% | +312.8% |
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