+304.4%
FLEX vs TD
+134.4%
+170.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +10.8% |
| 7D | -7.2% | -0.6% | -6.5% | -6.5% |
| 30D | -34.8% | +7.9% | -42.7% | -38.7% |
| 3M | -35.6% | +3.1% | -38.7% | -37.0% |
| 6M | -45.0% | +17.2% | -62.2% | -51.1% |
| YTD | +29.4% | +34.7% | -5.4% | +5.4% |
| 1Y | +24.8% | +56.9% | -32.1% | -6.6% |
| 3Y | +304.4% | +134.7% | +169.7% | +138.7% |
| All | +304.4% | +134.4% | +170.0% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling