+172.6%
TTMI vs TD
+64.8%
+107.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +11.1% |
| 7D | +5.9% | +0.3% | +5.5% | +4.9% |
| 30D | -4.3% | +0.4% | -4.7% | -4.5% |
| 3M | -32.0% | +7.6% | -39.7% | -39.4% |
| 6M | +19.5% | +25.0% | -5.5% | -17.0% |
| YTD | +82.0% | +31.0% | +51.0% | +20.0% |
| 1Y | +172.6% | +65.2% | +107.4% | +45.8% |
| All | +172.6% | +64.8% | +107.8% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling