+7,716.4%
TPR vs TD
+2,027.1%
+5,689.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -23.0% | +0.4% | -23.4% | -23.5% |
| 3M | -12.5% | +7.6% | -20.1% | -17.8% |
| 6M | -21.4% | +25.0% | -46.4% | -34.1% |
| YTD | -3.5% | +31.0% | -34.5% | -22.1% |
| 1Y | +17.4% | +65.2% | -47.8% | -21.0% |
| 3Y | +291.3% | +122.5% | +168.8% | +104.9% |
| 5Y | +241.9% | +124.8% | +117.1% | +77.4% |
| 10Y | +322.7% | +298.2% | +24.4% | +52.5% |
| All | +7,716.4% | +2,027.1% | +5,689.3% | +764.5% |
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