+8,607.9%
TPR vs TD
+2,087.9%
+6,520.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.3% |
| 7D | +12.7% | -0.6% | +13.3% | +12.9% |
| 30D | +17.1% | +7.9% | +9.1% | +9.9% |
| 3M | -15.9% | +3.1% | -19.0% | -18.5% |
| 6M | +2.6% | +17.2% | -14.6% | -10.2% |
| YTD | +7.5% | +34.7% | -27.3% | -15.4% |
| 1Y | +32.9% | +56.9% | -24.0% | -7.1% |
| 3Y | +413.8% | +134.7% | +279.1% | +157.5% |
| 5Y | +263.9% | +104.8% | +159.1% | +102.2% |
| 10Y | +389.7% | +305.8% | +83.9% | +73.3% |
| All | +8,607.9% | +2,087.9% | +6,520.0% | +838.4% |
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