+101.7%
FICO vs TD
+124.9%
-23.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.1% |
| 7D | -19.2% | +0.3% | -19.5% | -19.2% |
| 30D | -14.6% | +0.4% | -15.0% | -14.8% |
| 3M | -20.1% | +7.6% | -27.7% | -23.3% |
| 6M | -36.3% | +25.0% | -61.3% | -43.3% |
| YTD | -44.9% | +31.0% | -75.9% | -52.0% |
| 1Y | -38.6% | +65.2% | -103.8% | -52.3% |
| 3Y | +4.0% | +122.5% | -118.5% | -31.9% |
| All | +101.7% | +124.9% | -23.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling