-12.1%
GFS vs TD
+106.6%
-118.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.3% | -0.7% | -4.6% | -4.7% |
| 30D | -15.8% | +7.6% | -23.4% | -20.4% |
| 3M | -18.6% | +3.0% | -21.7% | -20.3% |
| 6M | -45.0% | +16.8% | -61.8% | -51.1% |
| YTD | +16.8% | +34.3% | -17.6% | -7.0% |
| 1Y | +17.8% | +56.0% | -38.2% | -16.5% |
| 3Y | -21.5% | +132.4% | -153.9% | -59.7% |
| 5Y | -29.3% | +103.7% | -133.0% | -57.9% |
| All | -12.1% | +106.6% | -118.7% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling