+376.5%
FIS vs TD
+2,371.9%
-1,995.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -2.2% | +0.4% | -2.6% | -2.5% |
| 3M | +2.1% | +7.6% | -5.5% | -2.2% |
| 6M | -14.7% | +25.0% | -39.7% | -24.7% |
| YTD | -35.7% | +31.0% | -66.7% | -44.7% |
| 1Y | -37.1% | +65.2% | -102.2% | -52.1% |
| 3Y | -20.0% | +122.5% | -142.5% | -48.7% |
| 5Y | -62.1% | +124.8% | -186.9% | -75.8% |
| 10Y | -37.4% | +298.2% | -335.6% | -70.6% |
| All | +376.5% | +2,371.9% | -1,995.3% | 0.0% |
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