+4,172.3%
FFIV vs TD
+2,675.6%
+1,496.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.3% |
| 7D | -2.1% | -0.6% | -1.5% | -1.7% |
| 30D | -33.8% | +7.9% | -41.7% | -37.0% |
| 3M | -20.6% | +3.1% | -23.7% | -22.3% |
| 6M | -10.2% | +17.2% | -27.4% | -19.1% |
| YTD | +24.5% | +34.7% | -10.3% | +2.2% |
| 1Y | +29.3% | +56.9% | -27.6% | -3.7% |
| 3Y | +103.8% | +134.7% | -31.0% | +15.3% |
| 5Y | +40.9% | +104.8% | -63.9% | -14.1% |
| 10Y | +126.6% | +305.8% | -179.2% | -16.1% |
| All | +4,172.3% | +2,675.6% | +1,496.6% | +205.8% |
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