+499.7%
FICO vs TD
+302.2%
+197.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.9% | -1.7% | +0.7% | -0.1% |
| 30D | +3.3% | +8.2% | -4.9% | -2.0% |
| 3M | -31.7% | +1.7% | -33.4% | -32.7% |
| 6M | -34.0% | +14.2% | -48.2% | -40.2% |
| YTD | -58.3% | +32.8% | -91.1% | -65.9% |
| 1Y | -57.9% | +55.5% | -113.4% | -69.1% |
| 3Y | -24.1% | +129.6% | -153.7% | -58.2% |
| 5Y | +85.3% | +102.2% | -16.9% | +9.8% |
| All | +499.7% | +302.2% | +197.4% | +123.0% |
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