+144.5%
IBM vs TD
+295.5%
-151.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.0% |
| 7D | +3.6% | -1.9% | +5.5% | +4.6% |
| 30D | +1.5% | -1.6% | +3.1% | +2.2% |
| 3M | -12.9% | +4.6% | -17.5% | -15.8% |
| 6M | -3.9% | +26.8% | -30.7% | -16.5% |
| YTD | -17.3% | +28.3% | -45.7% | -28.6% |
| 1Y | -5.0% | +60.4% | -65.4% | -27.4% |
| 3Y | +78.2% | +125.7% | -47.5% | +10.6% |
| 5Y | +120.6% | +122.4% | -1.7% | +34.0% |
| 10Y | +144.5% | +297.1% | -152.6% | +4.9% |
| All | +144.5% | +295.5% | -151.0% | +4.9% |
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 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