+8,579.1%
TPR vs TD
+2,081.4%
+6,497.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +12.1% | -0.7% | +12.8% | +12.4% |
| 30D | +16.7% | +7.6% | +9.1% | +9.8% |
| 3M | -17.4% | +3.0% | -20.4% | -19.9% |
| 6M | +2.3% | +16.8% | -14.6% | -10.2% |
| YTD | +7.1% | +34.3% | -27.2% | -15.5% |
| 1Y | +29.5% | +56.0% | -26.5% | -9.1% |
| 3Y | +415.0% | +132.4% | +282.7% | +160.2% |
| 5Y | +261.5% | +103.7% | +157.8% | +101.8% |
| 10Y | +383.3% | +299.2% | +84.2% | +73.0% |
| All | +8,579.1% | +2,081.4% | +6,497.7% | +837.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling