+220.1%
C vs TD
+311.5%
-91.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +0.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.2% |
| 30D | -5.4% | +7.9% | -13.3% | -12.6% |
| 3M | -9.2% | +3.1% | -12.3% | -12.3% |
| 6M | -1.8% | +17.2% | -19.0% | -17.3% |
| YTD | +6.7% | +34.7% | -28.1% | -22.1% |
| 1Y | +23.5% | +56.9% | -33.4% | -23.0% |
| 3Y | +219.8% | +134.7% | +85.0% | +27.4% |
| 5Y | +112.4% | +104.8% | +7.6% | -3.7% |
| 10Y | +220.1% | +305.8% | -85.7% | -29.1% |
| All | +220.1% | +311.5% | -91.4% | -29.1% |
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