-10.2%
UL vs TD
+60.9%
-71.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +0.5% | -1.9% | +2.4% | +0.8% |
| 3M | +7.2% | +4.8% | +2.5% | +6.2% |
| 6M | -3.1% | +28.0% | -31.0% | -6.6% |
| YTD | -2.7% | +30.3% | -33.0% | -6.3% |
| 1Y | -10.2% | +59.8% | -70.0% | -10.6% |
| All | -10.2% | +60.9% | -71.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling