+6,018.7%
FLEX vs TD
+7,879.0%
-1,860.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.2% |
| 30D | -10.1% | +0.4% | -10.5% | -10.2% |
| 3M | -31.3% | +7.6% | -39.0% | -34.9% |
| 6M | +71.3% | +25.0% | +46.3% | +45.8% |
| YTD | +81.2% | +31.0% | +50.2% | +48.6% |
| 1Y | +98.5% | +65.2% | +33.3% | +36.1% |
| 3Y | +428.2% | +122.5% | +305.8% | +182.3% |
| 5Y | +657.3% | +124.8% | +532.5% | +298.3% |
| 10Y | +995.9% | +298.2% | +697.7% | +274.2% |
| All | +6,018.7% | +7,879.0% | -1,860.3% | +313.6% |
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