+417.9%
GE vs TD
+123.1%
+294.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.1% |
| 7D | -1.2% | -1.9% | +0.7% | -0.1% |
| 30D | -11.3% | -1.6% | -9.7% | -10.4% |
| 3M | -1.4% | +4.6% | -6.0% | -4.2% |
| 6M | +1.2% | +26.8% | -25.6% | -12.2% |
| YTD | +5.9% | +28.3% | -22.4% | -8.8% |
| 1Y | +18.4% | +60.4% | -42.0% | -10.9% |
| 3Y | +271.0% | +125.7% | +145.3% | +121.4% |
| 5Y | +417.9% | +122.4% | +295.6% | +191.7% |
| All | +417.9% | +123.1% | +294.9% | +191.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling