+1,232.8%
UL vs TD
+7,879.0%
-6,646.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -1.3% | +0.3% | -1.7% | -1.4% |
| 30D | +0.5% | +0.4% | +0.1% | +0.2% |
| 3M | +17.6% | +7.6% | +10.0% | +14.7% |
| 6M | -5.4% | +25.0% | -30.4% | -12.0% |
| YTD | +0.7% | +31.0% | -30.3% | -7.8% |
| 1Y | -9.3% | +65.2% | -74.4% | -22.9% |
| 3Y | +24.5% | +122.5% | -98.0% | -4.6% |
| 5Y | +23.2% | +124.8% | -101.6% | -6.9% |
| 10Y | +64.5% | +298.2% | -233.7% | +0.9% |
| All | +1,232.8% | +7,879.0% | -6,646.2% | +272.5% |
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