+221.8%
GWW vs TD
+122.4%
+99.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -3.1% | -2.6% | -0.6% | -2.1% |
| 30D | -2.3% | -1.0% | -1.3% | -2.0% |
| 3M | -3.3% | +5.6% | -8.9% | -5.7% |
| 6M | +15.4% | +27.1% | -11.7% | +3.9% |
| YTD | +26.7% | +29.4% | -2.7% | +13.2% |
| 1Y | +29.0% | +60.7% | -31.7% | +5.2% |
| 3Y | +89.0% | +127.6% | -38.6% | +31.1% |
| 5Y | +221.8% | +125.4% | +96.4% | +118.9% |
| All | +221.8% | +122.4% | +99.4% | +118.9% |
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