+146.0%
TT vs TD
+124.9%
+21.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -7.2% | +0.4% | -7.6% | -7.4% |
| 3M | -3.0% | +7.6% | -10.6% | -6.6% |
| 6M | +1.4% | +25.0% | -23.6% | -9.6% |
| YTD | +15.9% | +31.0% | -15.1% | +1.0% |
| 1Y | +9.4% | +65.2% | -55.8% | -14.9% |
| 3Y | +124.4% | +122.5% | +1.9% | +47.8% |
| All | +146.0% | +124.9% | +21.1% | +59.5% |
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