+459.4%
TTMI vs TD
+2,157.6%
-1,698.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.7% |
| 7D | +12.2% | +0.9% | +11.3% | +11.2% |
| 30D | -5.7% | -0.7% | -5.1% | -5.0% |
| 3M | -27.5% | +6.3% | -33.8% | -30.6% |
| 6M | +47.1% | +27.9% | +19.2% | +22.6% |
| YTD | +87.5% | +29.8% | +57.7% | +54.4% |
| 1Y | +175.2% | +63.7% | +111.6% | +89.4% |
| 3Y | +901.9% | +128.3% | +773.6% | +418.5% |
| 5Y | +843.5% | +125.5% | +717.9% | +385.3% |
| 10Y | +1,077.0% | +296.7% | +780.3% | +267.1% |
| All | +459.4% | +2,157.6% | -1,698.3% | -56.9% |
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