+396.0%
TPR vs TD
+132.8%
+263.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | +15.1% | +5.2% | +9.9% | +11.3% |
| 3M | +3.5% | +1.2% | +2.3% | +2.2% |
| 6M | +0.4% | +17.7% | -17.3% | -10.0% |
| YTD | +4.6% | +34.2% | -29.6% | -13.0% |
| 1Y | +33.1% | +55.4% | -22.3% | +2.2% |
| 3Y | +396.0% | +130.4% | +265.6% | +199.5% |
| All | +396.0% | +132.8% | +263.1% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling