+5.6%
XYZ vs TD
+63.7%
-58.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | +2.9% | +0.9% | +2.0% | +2.4% |
| 30D | +1.4% | -0.7% | +2.0% | +1.7% |
| 3M | +14.6% | +6.3% | +8.3% | +8.8% |
| 6M | +20.8% | +27.9% | -7.2% | -1.5% |
| YTD | +23.1% | +29.8% | -6.8% | -0.9% |
| 1Y | +5.6% | +63.7% | -58.0% | -20.2% |
| All | +5.6% | +63.7% | -58.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling