-2.4%
GFS vs TD
+101.5%
-103.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.6% |
| 7D | +1.0% | +0.3% | +0.7% | +0.7% |
| 30D | -8.6% | +0.4% | -9.0% | -8.8% |
| 3M | -46.5% | +7.6% | -54.2% | -49.5% |
| 6M | -4.8% | +25.0% | -29.8% | -19.6% |
| YTD | +29.7% | +31.0% | -1.4% | +5.2% |
| 1Y | +35.8% | +65.2% | -29.3% | -7.9% |
| 3Y | -18.3% | +122.5% | -140.8% | -56.7% |
| All | -2.4% | +101.5% | -103.9% | -41.4% |
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