+306.7%
TPR vs TD
+295.5%
+11.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -2.1% |
| 7D | -7.3% | -1.9% | -5.4% | -5.5% |
| 30D | -30.7% | -1.6% | -29.1% | -29.9% |
| 3M | -21.6% | +4.6% | -26.2% | -25.7% |
| 6M | -21.3% | +26.8% | -48.1% | -38.7% |
| YTD | -10.2% | +28.3% | -38.5% | -30.9% |
| 1Y | +9.5% | +60.4% | -50.9% | -33.2% |
| 3Y | +280.8% | +125.7% | +155.1% | +56.6% |
| 5Y | +218.7% | +122.4% | +96.3% | +29.5% |
| 10Y | +306.7% | +297.1% | +9.6% | -1.7% |
| All | +306.7% | +295.5% | +11.2% | -1.7% |
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 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