+357.0%
TPR vs TD
+300.1%
+56.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.7% |
| 30D | +15.1% | +5.0% | +10.1% | +9.1% |
| 3M | -13.4% | +1.1% | -14.5% | -15.2% |
| 6M | +1.4% | +16.5% | -15.1% | -14.5% |
| YTD | +4.8% | +34.3% | -29.5% | -23.5% |
| 1Y | +29.2% | +52.9% | -23.7% | -17.6% |
| 3Y | +403.7% | +132.2% | +271.5% | +100.9% |
| 5Y | +230.8% | +101.9% | +129.0% | +51.3% |
| All | +357.0% | +300.1% | +56.8% | +4.4% |
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