+2,894.1%
TRV vs TD
+7,715.7%
-4,821.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.9% |
| 7D | +0.2% | -1.9% | +2.1% | +1.1% |
| 30D | -2.3% | -1.6% | -0.7% | -1.7% |
| 3M | +22.7% | +4.6% | +18.1% | +19.7% |
| 6M | +21.9% | +26.8% | -4.9% | +8.4% |
| YTD | +27.5% | +28.3% | -0.9% | +12.5% |
| 1Y | +36.2% | +60.4% | -24.2% | +7.9% |
| 3Y | +140.6% | +125.7% | +14.9% | +59.5% |
| 5Y | +154.5% | +122.4% | +32.2% | +68.0% |
| 10Y | +295.4% | +297.1% | -1.7% | +96.9% |
| All | +2,894.1% | +7,715.7% | -4,821.6% | +431.0% |
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