+4.8%
TLT vs TD
+133.8%
-129.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.0% | -3.1% | +2.0% | -0.7% |
| 30D | +4.1% | +6.7% | -2.6% | +3.4% |
| 3M | -0.4% | +3.1% | -3.5% | -0.7% |
| 6M | -3.2% | +17.6% | -20.8% | -4.8% |
| YTD | -3.5% | +34.8% | -38.3% | -6.3% |
| 1Y | -5.8% | +55.6% | -61.4% | -9.7% |
| All | +4.8% | +133.8% | -129.0% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling