+22,329.9%
TYL vs TD
+7,985.3%
+14,344.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +6.7% | -1.7% | +8.3% | +7.3% |
| 30D | +26.5% | +8.2% | +18.3% | +22.8% |
| 3M | +37.3% | +1.7% | +35.6% | +36.0% |
| 6M | +31.2% | +14.2% | +16.9% | +23.8% |
| YTD | -7.4% | +32.8% | -40.1% | -17.7% |
| 1Y | -9.6% | +55.5% | -65.0% | -24.4% |
| 3Y | +1.9% | +129.6% | -127.7% | -27.4% |
| 5Y | -21.1% | +102.2% | -123.3% | -41.2% |
| 10Y | +171.8% | +306.3% | -134.5% | +49.8% |
| All | +22,329.9% | +7,985.3% | +14,344.5% | +5,844.0% |
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