+117.8%
FFIV vs TD
+300.0%
-182.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -0.5% | +1.1% | -1.7% | -1.1% |
| 30D | -32.4% | +5.2% | -37.6% | -34.2% |
| 3M | -25.7% | +1.2% | -26.9% | -26.3% |
| 6M | -13.5% | +17.7% | -31.3% | -20.8% |
| YTD | +21.1% | +34.2% | -13.1% | +3.0% |
| 1Y | +29.4% | +55.4% | -26.0% | +1.8% |
| 3Y | +94.9% | +130.4% | -35.5% | +22.4% |
| 5Y | +34.7% | +101.8% | -67.1% | -9.7% |
| All | +117.8% | +300.0% | -182.2% | +0.6% |
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