+159.2%
W vs TD
+300.1%
-140.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.4% |
| 7D | +5.9% | -1.9% | +7.8% | +8.1% |
| 30D | -3.0% | -1.6% | -1.4% | -1.7% |
| 3M | +40.3% | +4.6% | +35.7% | +32.6% |
| 6M | +32.2% | +26.8% | +5.4% | +1.1% |
| YTD | -0.3% | +28.3% | -28.6% | -24.5% |
| 1Y | +16.2% | +60.4% | -44.3% | -31.0% |
| 3Y | +40.7% | +125.7% | -85.0% | -42.0% |
| 5Y | -62.3% | +122.4% | -184.7% | -83.4% |
| All | +159.2% | +300.1% | -140.9% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling