+76.9%
FICO vs TD
+101.6%
-24.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | -1.7% | +0.7% | -0.4% |
| 30D | +3.3% | +8.2% | -4.9% | -0.3% |
| 3M | -31.7% | +1.7% | -33.4% | -32.4% |
| 6M | -34.0% | +14.2% | -48.2% | -38.5% |
| YTD | -58.3% | +32.8% | -91.1% | -64.0% |
| 1Y | -57.9% | +55.5% | -113.4% | -66.4% |
| 3Y | -24.1% | +129.6% | -153.7% | -51.2% |
| All | +76.9% | +101.6% | -24.7% | +22.0% |
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 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