+49.4%
FE vs TD
+128.3%
-79.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | -1.2% | +0.4% | -1.6% | -1.2% |
| 3M | +3.5% | +7.6% | -4.1% | +2.3% |
| 6M | -6.1% | +25.0% | -31.1% | -9.4% |
| YTD | +7.6% | +31.0% | -23.4% | +3.0% |
| 1Y | +11.9% | +65.2% | -53.3% | +2.6% |
| All | +49.4% | +128.3% | -79.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling