+2,105.4%
FIX vs TD
+124.9%
+1,980.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | -15.9% | +7.6% | -23.5% | -19.8% |
| 6M | +12.7% | +25.0% | -12.3% | -2.3% |
| YTD | +72.8% | +31.0% | +41.8% | +45.4% |
| 1Y | +122.9% | +65.2% | +57.7% | +63.2% |
| 3Y | +774.3% | +122.5% | +651.8% | +423.9% |
| All | +2,105.4% | +124.9% | +1,980.5% | +1,118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling