+130.7%
FIX vs TD
+63.7%
+67.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.4% |
| 7D | +6.1% | +0.9% | +5.2% | +4.8% |
| 30D | -2.7% | -0.7% | -2.0% | -1.9% |
| 3M | -10.9% | +6.3% | -17.2% | -17.3% |
| 6M | +29.0% | +27.9% | +1.1% | -3.5% |
| YTD | +76.9% | +29.8% | +47.1% | +30.7% |
| 1Y | +130.7% | +63.7% | +67.1% | +45.2% |
| All | +130.7% | +63.7% | +67.0% | +45.2% |
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