+69.8%
FITB vs TD
+122.4%
-52.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | -1.0% | -2.6% | +1.6% | +1.4% |
| 30D | -5.5% | -1.0% | -4.5% | -4.7% |
| 3M | +4.1% | +5.6% | -1.5% | -1.4% |
| 6M | +18.7% | +27.1% | -8.4% | -5.3% |
| YTD | +18.2% | +29.4% | -11.2% | -7.3% |
| 1Y | +23.7% | +60.7% | -37.0% | -20.9% |
| 3Y | +130.8% | +127.6% | +3.1% | +2.6% |
| 5Y | +69.8% | +125.4% | -55.6% | -28.1% |
| All | +69.8% | +122.4% | -52.6% | -28.1% |
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