+127.9%
TT vs TD
+101.6%
+26.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.2% |
| 30D | -14.0% | +8.2% | -22.3% | -17.5% |
| 3M | -15.9% | +1.7% | -17.6% | -16.7% |
| 6M | -17.3% | +14.2% | -31.6% | -23.0% |
| YTD | +4.0% | +32.8% | -28.8% | -10.3% |
| 1Y | -7.1% | +55.5% | -62.6% | -25.9% |
| 3Y | +90.2% | +129.6% | -39.4% | +22.1% |
| All | +127.9% | +101.6% | +26.2% | +53.4% |
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