+688.1%
FITB vs TD
+7,879.0%
-7,190.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | -4.7% | +0.4% | -5.1% | -5.1% |
| 3M | +6.7% | +7.6% | -1.0% | -0.3% |
| 6M | +12.6% | +25.0% | -12.4% | -7.8% |
| YTD | +19.1% | +31.0% | -11.9% | -6.4% |
| 1Y | +22.6% | +65.2% | -42.5% | -21.7% |
| 3Y | +127.1% | +122.5% | +4.6% | +9.7% |
| 5Y | +71.8% | +124.8% | -53.0% | -16.5% |
| 10Y | +287.2% | +298.2% | -11.0% | +22.5% |
| All | +688.1% | +7,879.0% | -7,190.9% | -34.1% |
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 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