+539.5%
FICO vs TD
+302.8%
+236.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.5% |
| 7D | +4.0% | -3.1% | +7.0% | +5.9% |
| 30D | -1.5% | +6.7% | -8.2% | -5.7% |
| 3M | -29.8% | +3.1% | -32.9% | -31.4% |
| 6M | -33.3% | +17.6% | -50.9% | -40.7% |
| YTD | -56.9% | +34.8% | -91.7% | -65.1% |
| 1Y | -59.5% | +55.6% | -115.1% | -70.2% |
| 3Y | -26.9% | +133.1% | -160.0% | -60.2% |
| 5Y | +92.9% | +104.7% | -11.7% | +13.4% |
| 10Y | +539.5% | +303.6% | +235.9% | +115.7% |
| All | +539.5% | +302.8% | +236.7% | +115.7% |
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