+3,800.0%
FIX vs TD
+311.5%
+3,488.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.2% |
| 7D | -7.2% | -0.6% | -6.6% | -6.8% |
| 30D | -35.1% | +7.9% | -43.1% | -39.3% |
| 3M | -34.3% | +3.1% | -37.4% | -36.1% |
| 6M | -42.9% | +17.2% | -60.1% | -50.1% |
| YTD | +19.5% | +34.7% | -15.3% | -6.6% |
| 1Y | +16.8% | +56.9% | -40.1% | -19.2% |
| 3Y | +506.7% | +134.7% | +372.0% | +193.8% |
| 5Y | +1,046.7% | +104.8% | +941.9% | +510.7% |
| 10Y | +3,800.0% | +305.8% | +3,494.1% | +934.3% |
| All | +3,800.0% | +311.5% | +3,488.5% | +934.3% |
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