+364.1%
TTD vs TD
+306.0%
+58.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -7.4% | -2.6% | -4.9% | -5.6% |
| 30D | +3.0% | -1.0% | +4.0% | +3.7% |
| 3M | -27.6% | +5.6% | -33.2% | -30.9% |
| 6M | -49.5% | +27.1% | -76.6% | -58.5% |
| YTD | -63.2% | +29.4% | -92.6% | -70.3% |
| 1Y | -69.7% | +60.7% | -130.4% | -79.4% |
| 3Y | -83.3% | +127.6% | -211.0% | -91.6% |
| 5Y | -80.8% | +125.4% | -206.2% | -89.9% |
| All | +364.1% | +306.0% | +58.1% | +62.2% |
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