+12,471.5%
FIX vs TD
+4,739.2%
+7,732.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.7% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | -7.2% | +0.4% | -7.6% | -7.4% |
| 3M | -15.9% | +7.6% | -23.5% | -19.1% |
| 6M | +12.7% | +25.0% | -12.3% | +0.2% |
| YTD | +72.8% | +31.0% | +41.8% | +49.6% |
| 1Y | +122.9% | +65.2% | +57.7% | +70.3% |
| 3Y | +774.3% | +122.5% | +651.8% | +460.9% |
| 5Y | +2,049.5% | +124.8% | +1,924.7% | +1,265.4% |
| 10Y | +5,821.5% | +298.2% | +5,523.2% | +2,762.2% |
| All | +12,471.5% | +4,739.2% | +7,732.3% | +2,422.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling