+383.3%
TPR vs TD
+303.3%
+80.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +12.1% | -0.7% | +12.8% | +12.4% |
| 30D | +16.7% | +7.6% | +9.1% | +7.8% |
| 3M | -17.4% | +3.0% | -20.4% | -20.7% |
| 6M | +2.3% | +16.8% | -14.6% | -14.0% |
| YTD | +7.1% | +34.3% | -27.2% | -21.9% |
| 1Y | +29.5% | +56.0% | -26.5% | -19.1% |
| 3Y | +415.0% | +132.4% | +282.7% | +105.3% |
| 5Y | +261.5% | +103.7% | +157.8% | +63.6% |
| 10Y | +383.3% | +299.2% | +84.2% | +11.2% |
| All | +383.3% | +303.3% | +80.0% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling