+777.0%
FIX vs TD
+123.2%
+653.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.8% |
| 7D | +6.0% | +0.3% | +5.7% | +5.7% |
| 30D | -7.2% | +0.4% | -7.6% | -7.4% |
| 3M | -15.9% | +7.6% | -23.5% | -19.7% |
| 6M | +12.7% | +25.0% | -12.3% | -1.9% |
| YTD | +72.8% | +31.0% | +41.8% | +46.7% |
| 1Y | +122.9% | +65.2% | +57.7% | +68.9% |
| All | +777.0% | +123.2% | +653.7% | +477.8% |
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 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