+571.3%
FE vs TD
+3,805.1%
-3,233.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.6% |
| 30D | +4.1% | +8.2% | -4.1% | +1.7% |
| 3M | -1.0% | +1.7% | -2.7% | -1.7% |
| 6M | +4.0% | +14.2% | -10.2% | -0.2% |
| YTD | +6.8% | +32.8% | -25.9% | -2.2% |
| 1Y | +5.3% | +55.5% | -50.2% | -8.0% |
| 3Y | +44.6% | +129.6% | -85.1% | +11.6% |
| 5Y | +44.2% | +102.2% | -58.0% | +14.6% |
| 10Y | +107.3% | +306.3% | -199.0% | +32.7% |
| All | +571.3% | +3,805.1% | -3,233.8% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling