+420.9%
TTD vs TD
+321.1%
+99.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +21.3% | +1.1% | +20.2% | +20.5% |
| 30D | +28.7% | +5.2% | +23.5% | +24.4% |
| 3M | +7.7% | +1.2% | +6.5% | +6.8% |
| 6M | -23.5% | +17.7% | -41.2% | -32.9% |
| YTD | -58.7% | +34.2% | -92.9% | -67.5% |
| 1Y | -63.4% | +55.4% | -118.9% | -74.4% |
| 3Y | -75.3% | +130.4% | -205.7% | -87.6% |
| 5Y | -84.4% | +101.8% | -186.2% | -91.1% |
| 10Y | +516.1% | +301.9% | +214.2% | +129.2% |
| All | +420.9% | +321.1% | +99.8% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling