+154.4%
TRV vs TD
+124.1%
+30.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | -1.8% | -1.0% | -0.8% | -1.5% |
| 3M | +21.6% | +5.6% | +16.0% | +18.8% |
| 6M | +22.5% | +27.1% | -4.6% | +11.3% |
| YTD | +28.1% | +29.4% | -1.3% | +15.5% |
| 1Y | +37.0% | +60.7% | -23.7% | +13.2% |
| 3Y | +141.9% | +127.6% | +14.3% | +70.8% |
| All | +154.4% | +124.1% | +30.3% | +76.2% |
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