+4,312.3%
FLEX vs TD
+8,109.5%
-3,797.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.5% |
| 7D | +2.2% | -3.1% | +5.3% | +5.2% |
| 30D | -32.6% | +6.7% | -39.3% | -36.0% |
| 3M | -35.5% | +3.1% | -38.6% | -36.9% |
| 6M | -45.6% | +17.6% | -63.2% | -51.8% |
| YTD | +30.7% | +34.8% | -4.1% | +4.7% |
| 1Y | +28.4% | +55.6% | -27.2% | -7.8% |
| 3Y | +301.7% | +133.1% | +168.5% | +107.4% |
| 5Y | +473.3% | +104.7% | +368.6% | +224.2% |
| 10Y | +651.7% | +303.6% | +348.2% | +154.1% |
| All | +4,312.3% | +8,109.5% | -3,797.2% | +191.6% |
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