-54.5%
GTLB vs TD
+110.1%
-164.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | -4.1% | -2.6% | -1.5% | -2.5% |
| 30D | +12.3% | -1.0% | +13.3% | +12.9% |
| 3M | +65.9% | +5.6% | +60.3% | +59.2% |
| 6M | +104.0% | +27.1% | +76.9% | +71.2% |
| YTD | +26.0% | +29.4% | -3.4% | +4.4% |
| 1Y | -3.5% | +60.7% | -64.2% | -31.5% |
| 3Y | -9.6% | +127.6% | -137.3% | -51.8% |
| All | -54.5% | +110.1% | -164.5% | -67.8% |
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