+56.7%
TOST vs TD
+123.2%
-66.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +1.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | -2.4% | +0.4% | -2.8% | -3.0% |
| 3M | +34.6% | +7.6% | +27.0% | +26.5% |
| 6M | +15.2% | +25.0% | -9.8% | -4.7% |
| YTD | -4.4% | +31.0% | -35.4% | -24.0% |
| 1Y | -17.4% | +65.2% | -82.6% | -46.3% |
| All | +56.7% | +123.2% | -66.6% | -24.7% |
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 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