+45.8%
TNA vs TD
+60.9%
-15.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.1% |
| 7D | -7.3% | -0.5% | -6.7% | -6.4% |
| 30D | -14.2% | -1.9% | -12.3% | -11.4% |
| 3M | -4.6% | +4.8% | -9.3% | -14.5% |
| 6M | +36.9% | +28.0% | +8.9% | -18.6% |
| YTD | +42.5% | +30.3% | +12.3% | -17.3% |
| 1Y | +45.8% | +59.8% | -14.0% | -40.7% |
| All | +45.8% | +60.9% | -15.2% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling