+197.1%
ABT vs TD
+306.3%
-109.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.9% | -0.5% | -5.3% | -5.7% |
| 30D | -8.1% | -1.9% | -6.2% | -7.5% |
| 3M | +14.5% | +4.8% | +9.8% | +12.1% |
| 6M | -6.3% | +28.0% | -34.3% | -15.3% |
| YTD | -17.1% | +30.3% | -47.4% | -25.8% |
| 1Y | -21.4% | +59.8% | -81.1% | -35.2% |
| 3Y | +5.9% | +124.7% | -118.8% | -25.2% |
| 5Y | -12.8% | +127.0% | -139.7% | -39.3% |
| All | +197.1% | +306.3% | -109.2% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling