+25.0%
FLEX vs TD
+61.0%
-36.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.8% | -15.1% | -15.9% |
| 7D | -17.0% | +1.4% | -18.3% | -18.7% |
| 30D | -33.8% | +10.2% | -44.1% | -42.7% |
| 3M | -39.0% | +8.1% | -47.2% | -45.7% |
| 6M | -15.9% | +22.3% | -38.2% | -38.0% |
| YTD | +27.8% | +39.0% | -11.2% | -20.8% |
| 1Y | +25.0% | +62.6% | -37.7% | -40.7% |
| All | +25.0% | +61.0% | -36.1% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling