+195.5%
W vs TD
+305.7%
-110.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -1.7% | +0.6% | -2.3% | -2.2% |
| 30D | +3.2% | +5.0% | -1.7% | -1.1% |
| 3M | +8.3% | +1.1% | +7.2% | +7.2% |
| 6M | +84.3% | +16.5% | +67.8% | +57.9% |
| YTD | +11.0% | +34.3% | -23.2% | -17.6% |
| 1Y | -0.2% | +52.9% | -53.1% | -35.3% |
| 3Y | +157.9% | +132.2% | +25.7% | +11.1% |
| 5Y | -56.8% | +101.9% | -158.7% | -77.9% |
| 10Y | +212.2% | +302.0% | -89.8% | -12.3% |
| All | +195.5% | +305.7% | -110.1% | -25.9% |
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