+24.2%
FIX vs TD
+52.8%
-28.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +9.4% | +1.1% | +8.3% | +8.3% |
| 30D | -27.8% | +5.2% | -33.0% | -31.6% |
| 3M | -35.6% | +1.2% | -36.8% | -36.1% |
| 6M | -45.2% | +17.7% | -63.0% | -55.3% |
| YTD | +19.5% | +34.2% | -14.8% | -17.9% |
| 1Y | +24.2% | +55.4% | -31.2% | -29.8% |
| All | +24.2% | +52.8% | -28.6% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling