+240.4%
TPR vs TD
+124.9%
+115.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -23.0% | +0.4% | -23.4% | -23.4% |
| 3M | -12.5% | +7.6% | -20.1% | -17.6% |
| 6M | -21.4% | +25.0% | -46.4% | -33.7% |
| YTD | -3.5% | +31.0% | -34.5% | -21.4% |
| 1Y | +17.4% | +65.2% | -47.8% | -19.4% |
| 3Y | +291.3% | +122.5% | +168.8% | +110.7% |
| All | +240.4% | +124.9% | +115.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling