+577.6%
XYZ vs TD
+365.1%
+212.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.2% |
| 7D | +14.9% | -0.6% | +15.5% | +15.9% |
| 30D | +14.7% | +7.9% | +6.7% | +7.3% |
| 3M | +12.1% | +3.1% | +9.0% | +9.1% |
| 6M | +18.3% | +17.2% | +1.1% | +1.9% |
| YTD | +36.1% | +34.7% | +1.3% | +3.2% |
| 1Y | +35.3% | +56.9% | -21.6% | -10.9% |
| 3Y | +73.5% | +134.7% | -61.3% | -22.1% |
| 5Y | -61.6% | +104.8% | -166.4% | -79.8% |
| 10Y | +638.0% | +305.8% | +332.2% | +131.3% |
| All | +577.6% | +365.1% | +212.5% | +85.3% |
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