+554.0%
XYZ vs TD
+358.2%
+195.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +12.1% | -1.7% | +13.8% | +14.2% |
| 30D | +12.4% | +8.2% | +4.1% | +4.9% |
| 3M | +8.2% | +1.7% | +6.5% | +6.6% |
| 6M | +20.7% | +14.2% | +6.4% | +6.4% |
| YTD | +31.3% | +32.8% | -1.4% | +1.0% |
| 1Y | +20.5% | +55.5% | -35.0% | -20.1% |
| 3Y | +72.6% | +129.6% | -57.0% | -21.0% |
| 5Y | -64.0% | +102.2% | -166.2% | -80.8% |
| 10Y | +601.8% | +306.3% | +295.5% | +120.6% |
| All | +554.0% | +358.2% | +195.9% | +81.2% |
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 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