-23.0%
TNA vs TD
+125.7%
-148.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.3% |
| 7D | -7.3% | -0.5% | -6.7% | -6.3% |
| 30D | -14.2% | -1.9% | -12.3% | -11.3% |
| 3M | -4.6% | +4.8% | -9.3% | -13.9% |
| 6M | +36.9% | +28.0% | +8.9% | -15.2% |
| YTD | +42.5% | +30.3% | +12.3% | -14.3% |
| 1Y | +45.8% | +59.8% | -14.0% | -41.0% |
| 3Y | +104.7% | +124.7% | -20.0% | -56.3% |
| All | -23.0% | +125.7% | -148.7% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling