-53.3%
W vs TD
+104.2%
-157.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.3% |
| 7D | +1.1% | -0.7% | +1.8% | +2.5% |
| 30D | +6.4% | +7.6% | -1.2% | -2.3% |
| 3M | +9.0% | +3.0% | +6.0% | +4.9% |
| 6M | +69.8% | +16.8% | +53.0% | +38.4% |
| YTD | +12.1% | +34.3% | -22.3% | -24.1% |
| 1Y | 0.0% | +56.0% | -56.0% | -44.6% |
| 3Y | +160.3% | +132.4% | +28.0% | -14.8% |
| 5Y | -53.3% | +103.7% | -157.0% | -80.4% |
| All | -53.3% | +104.2% | -157.5% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling