+364.8%
ALL vs TD
+295.5%
+69.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.2% |
| 30D | -5.6% | -1.6% | -4.0% | -4.9% |
| 3M | +17.2% | +4.6% | +12.6% | +13.8% |
| 6M | +23.2% | +26.8% | -3.6% | +7.7% |
| YTD | +23.6% | +28.3% | -4.7% | +7.0% |
| 1Y | +29.2% | +60.4% | -31.3% | -1.4% |
| 3Y | +153.8% | +125.7% | +28.1% | +55.9% |
| 5Y | +116.1% | +122.4% | -6.3% | +31.6% |
| 10Y | +364.8% | +297.1% | +67.7% | +107.3% |
| All | +364.8% | +295.5% | +69.3% | +107.3% |
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 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