-54.8%
GTLB vs TD
+111.5%
-166.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.1% |
| 7D | -5.7% | -0.5% | -5.2% | -5.4% |
| 30D | +15.1% | -1.9% | +17.0% | +16.4% |
| 3M | +65.5% | +4.8% | +60.7% | +59.7% |
| 6M | +102.9% | +28.0% | +74.9% | +69.5% |
| YTD | +25.2% | +30.3% | -5.1% | +3.3% |
| 1Y | -5.5% | +59.8% | -65.3% | -32.6% |
| 3Y | -10.9% | +124.7% | -135.6% | -51.8% |
| All | -54.8% | +111.5% | -166.3% | -68.2% |
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