+3,653.2%
FIX vs TD
+302.2%
+3,351.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.9% |
| 7D | -17.5% | -1.7% | -15.8% | -16.5% |
| 30D | -41.6% | +8.2% | -49.8% | -45.5% |
| 3M | -40.6% | +1.7% | -42.3% | -41.7% |
| 6M | -49.4% | +14.2% | -63.6% | -54.8% |
| YTD | +9.2% | +32.8% | -23.6% | -13.6% |
| 1Y | +6.5% | +55.5% | -49.0% | -25.8% |
| 3Y | +448.7% | +129.6% | +319.1% | +170.7% |
| 5Y | +948.7% | +102.2% | +846.5% | +464.2% |
| All | +3,653.2% | +302.2% | +3,351.0% | +985.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling