+890.1%
TTMI vs TD
+127.3%
+762.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.7% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | -8.4% | -1.9% | -6.5% | -6.7% |
| 3M | -32.5% | +4.8% | -37.2% | -34.6% |
| 6M | +32.5% | +28.0% | +4.5% | +10.9% |
| YTD | +83.2% | +30.3% | +53.0% | +52.0% |
| 1Y | +161.7% | +59.8% | +101.9% | +93.9% |
| 3Y | +890.1% | +124.7% | +765.4% | +481.8% |
| All | +890.1% | +127.3% | +762.8% | +481.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling