+102.0%
FTI vs TD
+64.8%
+37.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +15.3% | +0.4% | +14.9% | +15.3% |
| 3M | +15.8% | +7.6% | +8.1% | +13.0% |
| 6M | +22.6% | +25.0% | -2.4% | +13.0% |
| YTD | +79.5% | +31.0% | +48.5% | +62.9% |
| 1Y | +102.0% | +65.2% | +36.8% | +71.1% |
| All | +102.0% | +64.8% | +37.2% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling