+448.7%
FIX vs TD
+129.3%
+319.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.8% |
| 7D | -17.5% | -1.7% | -15.8% | -16.5% |
| 30D | -41.6% | +8.2% | -49.8% | -44.8% |
| 3M | -40.6% | +1.7% | -42.3% | -41.3% |
| 6M | -49.4% | +14.2% | -63.6% | -53.7% |
| YTD | +9.2% | +32.8% | -23.6% | -9.1% |
| 1Y | +6.5% | +55.5% | -49.0% | -18.4% |
| 3Y | +448.7% | +129.6% | +319.1% | +226.5% |
| All | +448.7% | +129.3% | +319.4% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling