+1,124.0%
TTMI vs TD
+306.3%
+817.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.8% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | -8.4% | -1.9% | -6.5% | -6.9% |
| 3M | -32.5% | +4.8% | -37.2% | -34.5% |
| 6M | +32.5% | +28.0% | +4.5% | +12.0% |
| YTD | +83.2% | +30.3% | +53.0% | +53.0% |
| 1Y | +161.7% | +59.8% | +101.9% | +90.0% |
| 3Y | +890.1% | +124.7% | +765.4% | +455.9% |
| 5Y | +832.4% | +127.0% | +705.5% | +412.7% |
| All | +1,124.0% | +306.3% | +817.7% | +359.8% |
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 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