+680.6%
FITB vs TD
+8,077.8%
-7,397.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +0.8% | +0.6% | +0.3% | +0.3% |
| 30D | +7.3% | +5.0% | +2.4% | +2.8% |
| 3M | -6.3% | +1.1% | -7.4% | -7.4% |
| 6M | +12.6% | +16.5% | -3.9% | -2.0% |
| YTD | +18.0% | +34.3% | -16.3% | -9.5% |
| 1Y | +28.9% | +52.9% | -24.0% | -11.9% |
| 3Y | +139.4% | +132.2% | +7.2% | +10.9% |
| 5Y | +47.2% | +101.9% | -54.7% | -21.6% |
| 10Y | +213.0% | +302.0% | -89.0% | -1.9% |
| All | +680.6% | +8,077.8% | -7,397.2% | -36.3% |
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