+242.8%
FFIV vs TD
+295.5%
-52.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.5% |
| 7D | +3.5% | -1.9% | +5.4% | +4.5% |
| 30D | -1.3% | -1.6% | +0.3% | -0.5% |
| 3M | +2.4% | +4.6% | -2.2% | -0.1% |
| 6M | +41.8% | +26.8% | +15.0% | +24.5% |
| YTD | +58.5% | +28.3% | +30.2% | +38.2% |
| 1Y | +24.3% | +60.4% | -36.1% | -3.8% |
| 3Y | +152.0% | +125.7% | +26.3% | +59.8% |
| 5Y | +99.1% | +122.4% | -23.2% | +26.7% |
| 10Y | +242.8% | +297.1% | -54.3% | +63.1% |
| All | +242.8% | +295.5% | -52.7% | +63.1% |
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