+377.9%
TPR vs TD
+305.4%
+72.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.5% |
| 7D | +14.2% | -1.7% | +15.9% | +15.7% |
| 30D | +17.1% | +8.2% | +8.8% | +7.5% |
| 3M | -17.7% | +1.7% | -19.4% | -20.0% |
| 6M | -10.2% | +14.2% | -24.4% | -22.7% |
| YTD | +4.9% | +32.8% | -27.8% | -22.6% |
| 1Y | +36.1% | +55.5% | -19.3% | -14.6% |
| 3Y | +416.5% | +129.6% | +286.8% | +108.2% |
| 5Y | +254.8% | +102.2% | +152.6% | +61.5% |
| All | +377.9% | +305.4% | +72.6% | +9.3% |
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