+8,010.9%
TT vs TD
+7,879.0%
+131.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.6% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -7.2% | +0.4% | -7.6% | -7.5% |
| 3M | -3.0% | +7.6% | -10.6% | -7.2% |
| 6M | +1.4% | +25.0% | -23.6% | -11.1% |
| YTD | +15.9% | +31.0% | -15.1% | -1.1% |
| 1Y | +9.4% | +65.2% | -55.8% | -18.6% |
| 3Y | +124.4% | +122.5% | +1.9% | +38.0% |
| 5Y | +138.0% | +124.8% | +13.2% | +43.5% |
| 10Y | +886.4% | +298.2% | +588.2% | +317.1% |
| All | +8,010.9% | +7,879.0% | +131.9% | +947.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling