+626.9%
FLEX vs TD
+303.3%
+323.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | -13.6% | -0.7% | -12.9% | -13.0% |
| 30D | -36.5% | +7.6% | -44.1% | -40.4% |
| 3M | -36.4% | +3.0% | -39.4% | -37.9% |
| 6M | -46.5% | +16.8% | -63.3% | -53.0% |
| YTD | +25.9% | +34.3% | -8.4% | -0.9% |
| 1Y | +19.6% | +56.0% | -36.4% | -16.7% |
| 3Y | +287.0% | +132.4% | +154.7% | +89.1% |
| 5Y | +466.6% | +103.7% | +363.0% | +206.4% |
| 10Y | +626.9% | +299.2% | +327.8% | +150.9% |
| All | +626.9% | +303.3% | +323.7% | +150.9% |
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