-30.1%
GFS vs TD
+101.4%
-131.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +1.1% | +6.3% | +6.5% |
| 30D | -15.3% | +5.2% | -20.5% | -18.4% |
| 3M | -21.1% | +1.2% | -22.3% | -21.7% |
| 6M | -44.5% | +17.7% | -62.2% | -50.9% |
| YTD | +19.2% | +34.2% | -15.0% | -4.9% |
| 1Y | +27.2% | +55.4% | -28.2% | -9.4% |
| 3Y | -20.1% | +130.4% | -150.5% | -58.7% |
| All | -30.1% | +101.4% | -131.5% | -59.1% |
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 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