+225.8%
FIS vs TD
+2,434.9%
-2,209.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -27.4% | -0.7% | -26.7% | -27.5% |
| 30D | -16.8% | +7.6% | -24.5% | -20.4% |
| 3M | -32.6% | +3.0% | -35.6% | -34.2% |
| 6M | -33.4% | +16.8% | -50.2% | -39.4% |
| YTD | -56.0% | +34.3% | -90.4% | -62.9% |
| 1Y | -55.1% | +56.0% | -111.1% | -65.0% |
| 3Y | -41.4% | +132.4% | -173.8% | -63.5% |
| 5Y | -72.7% | +103.7% | -176.3% | -81.8% |
| 10Y | -55.5% | +299.2% | -354.6% | -79.3% |
| All | +225.8% | +2,434.9% | -2,209.1% | -33.0% |
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 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