+136.0%
GOOG vs TD
+125.7%
+10.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | -2.0% | -1.9% | -0.1% | -1.1% |
| 3M | -5.9% | +4.8% | -10.6% | -8.2% |
| 6M | +8.9% | +28.0% | -19.1% | -3.8% |
| YTD | +7.1% | +30.3% | -23.2% | -6.3% |
| 1Y | +39.7% | +59.8% | -20.1% | +10.6% |
| 3Y | +145.8% | +124.7% | +21.1% | +61.8% |
| All | +136.0% | +125.7% | +10.4% | +51.8% |
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