+197.7%
AON vs TD
+306.3%
-108.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.9% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -14.1% | -1.9% | -12.2% | -13.5% |
| 3M | -9.5% | +4.8% | -14.2% | -11.5% |
| 6M | -4.0% | +28.0% | -32.0% | -13.9% |
| YTD | -13.8% | +30.3% | -44.1% | -23.4% |
| 1Y | -18.3% | +59.8% | -78.1% | -33.6% |
| 3Y | -7.2% | +124.7% | -131.9% | -36.1% |
| 5Y | +7.3% | +127.0% | -119.6% | -27.8% |
| All | +197.7% | +306.3% | -108.6% | +47.5% |
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