+131.2%
TLT vs TD
+2,960.8%
-2,829.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | -0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | +0.4% | -1.0% | -0.5% |
| 3M | -2.7% | +7.6% | -10.4% | -1.5% |
| 6M | -5.6% | +25.0% | -30.6% | -2.0% |
| YTD | -2.8% | +31.0% | -33.8% | +1.8% |
| 1Y | -1.4% | +65.2% | -66.6% | +7.4% |
| 3Y | -1.6% | +122.5% | -124.1% | +13.2% |
| 5Y | -33.8% | +124.8% | -158.6% | -23.1% |
| 10Y | -21.1% | +298.2% | -319.4% | +5.6% |
| All | +131.2% | +2,960.8% | -2,829.6% | +322.8% |
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