+736.3%
TT vs TD
+300.0%
+436.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +1.1% | +2.9% | +3.4% |
| 30D | -11.3% | +5.2% | -16.5% | -14.0% |
| 3M | -12.3% | +1.2% | -13.5% | -13.1% |
| 6M | -10.8% | +17.7% | -28.6% | -19.5% |
| YTD | +8.2% | +34.2% | -26.1% | -9.7% |
| 1Y | +1.5% | +55.4% | -54.0% | -22.5% |
| 3Y | +91.5% | +130.4% | -38.9% | +12.9% |
| 5Y | +130.2% | +101.8% | +28.4% | +45.5% |
| All | +736.3% | +300.0% | +436.3% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling