+226.3%
FIS vs TD
+2,433.4%
-2,207.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 7D | -3.5% | +0.6% | -4.1% | -3.8% |
| 30D | -19.4% | +5.0% | -24.4% | -21.9% |
| 3M | -31.6% | +1.1% | -32.7% | -32.5% |
| 6M | -32.5% | +16.5% | -49.0% | -38.5% |
| YTD | -56.0% | +34.3% | -90.2% | -62.8% |
| 1Y | -55.5% | +52.9% | -108.4% | -65.0% |
| 3Y | -41.3% | +132.2% | -173.5% | -63.4% |
| 5Y | -72.3% | +101.9% | -174.1% | -81.4% |
| 10Y | -55.0% | +302.0% | -357.0% | -79.1% |
| All | +226.3% | +2,433.4% | -2,207.1% | -32.8% |
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