+86.4%
F vs TD
+295.4%
-209.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.5% |
| 7D | +1.2% | +0.9% | +0.3% | +0.4% |
| 30D | +1.2% | -0.7% | +1.9% | +1.6% |
| 3M | -5.7% | +6.3% | -11.9% | -10.9% |
| 6M | +17.9% | +27.9% | -10.0% | -5.0% |
| YTD | +10.4% | +29.8% | -19.4% | -12.3% |
| 1Y | +25.3% | +63.7% | -38.3% | -18.7% |
| 3Y | +37.5% | +128.3% | -90.9% | -34.4% |
| 5Y | +46.5% | +125.5% | -79.0% | -28.9% |
| 10Y | +86.4% | +296.7% | -210.3% | -43.0% |
| All | +86.4% | +295.4% | -209.0% | -43.0% |
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