+21.2%
UL vs TD
+123.9%
-102.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | -3.2% | -1.9% | -1.3% | -2.9% |
| 30D | -0.6% | -1.6% | +1.0% | -0.4% |
| 3M | +9.4% | +4.6% | +4.8% | +8.4% |
| 6M | -4.1% | +26.8% | -30.9% | -8.3% |
| YTD | -2.0% | +28.3% | -30.3% | -6.5% |
| 1Y | -9.0% | +60.4% | -69.4% | -16.6% |
| All | +21.2% | +123.9% | -102.7% | +2.8% |
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