-39.0%
U vs TD
+226.2%
-265.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.2% |
| 7D | -3.8% | +0.3% | -4.1% | -4.1% |
| 30D | +17.5% | +0.4% | +17.1% | +16.7% |
| 3M | +38.7% | +7.6% | +31.1% | +29.1% |
| 6M | +104.4% | +25.0% | +79.4% | +65.3% |
| YTD | -5.7% | +31.0% | -36.7% | -26.1% |
| 1Y | +3.7% | +65.2% | -61.5% | -33.7% |
| 3Y | +12.3% | +122.5% | -110.2% | -45.4% |
| 5Y | -68.8% | +124.8% | -193.6% | -82.7% |
| All | -39.0% | +226.2% | -265.2% | -56.6% |
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 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