+1,285.5%
UL vs TD
+8,075.2%
-6,789.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +4.5% | +5.2% | -0.7% | +2.8% |
| 3M | +6.5% | +1.2% | +5.2% | +5.8% |
| 6M | +18.2% | +17.7% | +0.4% | +11.9% |
| YTD | +4.7% | +34.2% | -29.5% | -5.0% |
| 1Y | +0.8% | +55.4% | -54.7% | -12.7% |
| 3Y | +35.9% | +130.4% | -94.5% | +3.0% |
| 5Y | +33.4% | +101.8% | -68.4% | +4.3% |
| 10Y | +106.9% | +301.9% | -195.0% | +26.4% |
| All | +1,285.5% | +8,075.2% | -6,789.7% | +283.8% |
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 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