+1,297.6%
TNA vs TD
+1,051.0%
+246.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | +0.5% |
| 7D | +4.1% | +0.9% | +3.2% | +2.2% |
| 30D | -7.6% | -0.7% | -7.0% | -6.8% |
| 3M | +8.1% | +6.3% | +1.8% | -5.3% |
| 6M | +49.0% | +27.9% | +21.1% | -8.7% |
| YTD | +51.7% | +29.8% | +21.9% | -9.3% |
| 1Y | +59.6% | +63.7% | -4.0% | -40.0% |
| 3Y | +118.9% | +128.3% | -9.4% | -56.5% |
| 5Y | -19.2% | +125.5% | -144.7% | -81.5% |
| 10Y | +77.2% | +296.7% | -219.5% | -80.1% |
| All | +1,297.6% | +1,051.0% | +246.7% | -66.0% |
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 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