+81.0%
F vs TD
+311.5%
-230.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | +2.9% | +7.9% | -5.1% | -3.7% |
| 3M | -9.5% | +3.1% | -12.6% | -12.2% |
| 6M | +4.0% | +17.2% | -13.2% | -9.8% |
| YTD | -1.3% | +34.7% | -36.0% | -24.3% |
| 1Y | -1.9% | +56.9% | -58.8% | -34.1% |
| 3Y | +53.5% | +134.7% | -81.3% | -28.6% |
| 5Y | -15.1% | +104.8% | -119.9% | -55.3% |
| 10Y | +81.0% | +305.8% | -224.8% | -42.2% |
| All | +81.0% | +311.5% | -230.5% | -42.2% |
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 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