+114.5%
FE vs TD
+295.5%
-181.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.2% | -1.9% | +1.7% | +0.6% |
| 30D | -1.2% | -1.6% | +0.4% | -0.6% |
| 3M | +1.7% | +4.6% | -3.0% | -0.4% |
| 6M | -7.5% | +26.8% | -34.3% | -16.0% |
| YTD | +6.3% | +28.3% | -22.0% | -4.1% |
| 1Y | +10.9% | +60.4% | -49.6% | -8.6% |
| 3Y | +46.9% | +125.7% | -78.8% | +3.7% |
| 5Y | +47.6% | +122.4% | -74.8% | +2.9% |
| 10Y | +114.5% | +297.1% | -182.6% | +8.1% |
| All | +114.5% | +295.5% | -181.0% | +8.1% |
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