-68.9%
XYZ vs TD
+124.9%
-193.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | +0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -1.7% | +0.4% | -2.1% | -2.3% |
| 3M | +16.7% | +7.6% | +9.1% | +6.8% |
| 6M | +26.9% | +25.0% | +1.9% | -2.0% |
| YTD | +27.1% | +31.0% | -3.9% | -6.8% |
| 1Y | +9.3% | +65.2% | -55.9% | -38.8% |
| 3Y | +42.3% | +122.5% | -80.2% | -45.1% |
| All | -68.9% | +124.9% | -193.8% | -86.2% |
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 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