+1,086.7%
FLEX vs TD
+295.5%
+791.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.4% |
| 7D | +6.4% | -1.9% | +8.3% | +8.1% |
| 30D | -5.9% | -1.6% | -4.3% | -4.4% |
| 3M | -23.5% | +4.6% | -28.1% | -26.0% |
| 6M | +83.7% | +26.8% | +56.9% | +52.2% |
| YTD | +86.5% | +28.3% | +58.2% | +52.8% |
| 1Y | +100.5% | +60.4% | +40.0% | +36.7% |
| 3Y | +469.8% | +125.7% | +344.1% | +185.5% |
| 5Y | +725.7% | +122.4% | +603.3% | +312.2% |
| 10Y | +1,086.7% | +297.1% | +789.6% | +330.0% |
| All | +1,086.7% | +295.5% | +791.2% | +330.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling