+75.9%
UBER vs TD
+191.7%
-115.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.9% |
| 7D | -2.8% | +0.9% | -3.7% | -3.4% |
| 30D | -2.5% | -0.7% | -1.9% | -2.4% |
| 3M | +4.4% | +6.3% | -1.9% | -0.7% |
| 6M | -2.7% | +27.9% | -30.6% | -18.6% |
| YTD | -10.5% | +29.8% | -40.3% | -26.1% |
| 1Y | -22.5% | +63.7% | -86.2% | -45.6% |
| 3Y | +54.8% | +128.3% | -73.5% | -16.0% |
| 5Y | +82.5% | +125.5% | -43.0% | -0.2% |
| All | +75.9% | +191.7% | -115.8% | -13.4% |
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