+120.9%
FE vs TD
+303.3%
-182.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +4.3% | +7.6% | -3.3% | +1.4% |
| 3M | +0.4% | +3.0% | -2.6% | -0.9% |
| 6M | +6.9% | +16.8% | -9.9% | +0.3% |
| YTD | +8.0% | +34.3% | -26.3% | -4.3% |
| 1Y | +4.8% | +56.0% | -51.1% | -12.6% |
| 3Y | +49.0% | +132.4% | -83.4% | +4.1% |
| 5Y | +46.2% | +103.7% | -57.4% | +6.6% |
| 10Y | +120.9% | +299.2% | -178.3% | +9.4% |
| All | +120.9% | +303.3% | -182.4% | +9.4% |
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