+6,032.8%
FICO vs TD
+7,985.3%
-1,952.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.9% | -1.7% | +0.7% | -0.3% |
| 30D | +3.3% | +8.2% | -4.9% | -0.6% |
| 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% | -63.9% |
| 1Y | -57.9% | +55.5% | -113.4% | -66.2% |
| 3Y | -24.1% | +129.6% | -153.7% | -50.0% |
| 5Y | +85.3% | +102.2% | -16.9% | +28.8% |
| 10Y | +520.3% | +306.3% | +214.0% | +213.8% |
| All | +6,032.8% | +7,985.3% | -1,952.5% | +1,541.9% |
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