+13.6%
TPR vs TD
+63.7%
-50.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.0% |
| 7D | -3.4% | +0.9% | -4.2% | -4.0% |
| 30D | -27.3% | -0.7% | -26.7% | -27.1% |
| 3M | -16.2% | +6.3% | -22.5% | -21.4% |
| 6M | -17.9% | +27.9% | -45.8% | -34.4% |
| YTD | -7.1% | +29.8% | -36.9% | -26.3% |
| 1Y | +13.6% | +63.7% | -50.0% | -18.5% |
| All | +13.6% | +63.7% | -50.1% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling