+126.9%
FFIV vs TD
+303.3%
-176.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -4.2% | -0.7% | -3.5% | -3.8% |
| 30D | -33.9% | +7.6% | -41.5% | -36.4% |
| 3M | -22.6% | +3.0% | -25.6% | -23.9% |
| 6M | -10.4% | +16.8% | -27.2% | -17.6% |
| YTD | +24.3% | +34.3% | -10.0% | +5.7% |
| 1Y | +31.8% | +56.0% | -24.2% | +3.5% |
| 3Y | +99.5% | +132.4% | -32.8% | +24.8% |
| 5Y | +40.7% | +103.7% | -62.9% | -6.1% |
| 10Y | +126.9% | +299.2% | -172.3% | +8.6% |
| All | +126.9% | +303.3% | -176.4% | +8.6% |
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