+11.9%
U vs TD
+123.9%
-112.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.4% |
| 7D | +4.4% | -1.9% | +6.3% | +6.0% |
| 30D | -1.3% | -1.6% | +0.3% | -0.3% |
| 3M | +49.6% | +4.6% | +45.0% | +42.7% |
| 6M | +100.2% | +26.8% | +73.4% | +59.3% |
| YTD | -3.7% | +28.3% | -32.0% | -23.1% |
| 1Y | -6.5% | +60.4% | -67.0% | -37.9% |
| All | +11.9% | +123.9% | -112.0% | -43.2% |
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