+78.8%
U vs TD
+133.1%
-54.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +24.4% | -0.7% | +25.1% | +24.2% |
| 30D | +7.4% | +7.6% | -0.2% | +0.7% |
| 3M | +16.8% | +3.0% | +13.8% | +12.8% |
| 6M | +78.8% | +16.8% | +61.9% | +53.2% |
| YTD | +14.0% | +34.3% | -20.4% | -13.2% |
| 1Y | +16.7% | +56.0% | -39.3% | -21.3% |
| All | +78.8% | +133.1% | -54.3% | -12.6% |
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