+7,843.3%
FIX vs TD
+4,803.7%
+3,039.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.8% |
| 7D | -17.5% | -1.7% | -15.8% | -16.8% |
| 30D | -41.6% | +8.2% | -49.8% | -44.2% |
| 3M | -40.6% | +1.7% | -42.3% | -41.3% |
| 6M | -49.4% | +14.2% | -63.6% | -53.0% |
| YTD | +9.2% | +32.8% | -23.6% | -6.3% |
| 1Y | +6.5% | +55.5% | -49.0% | -16.1% |
| 3Y | +448.7% | +129.6% | +319.1% | +245.8% |
| 5Y | +948.7% | +102.2% | +846.5% | +603.5% |
| 10Y | +3,659.7% | +306.3% | +3,353.4% | +1,696.0% |
| All | +7,843.3% | +4,803.7% | +3,039.7% | +1,479.0% |
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