+3,644.4%
FIX vs TD
+303.3%
+3,341.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -13.9% | -0.7% | -13.2% | -13.5% |
| 30D | -35.5% | +7.6% | -43.2% | -39.5% |
| 3M | -33.9% | +3.0% | -36.9% | -35.8% |
| 6M | -43.3% | +16.8% | -60.1% | -50.3% |
| YTD | +18.7% | +34.3% | -15.7% | -6.9% |
| 1Y | +13.8% | +56.0% | -42.2% | -20.8% |
| 3Y | +495.0% | +132.4% | +362.6% | +190.8% |
| 5Y | +1,049.0% | +103.7% | +945.4% | +515.3% |
| 10Y | +3,644.4% | +299.2% | +3,345.3% | +948.5% |
| All | +3,644.4% | +303.3% | +3,341.1% | +948.5% |
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