+144.8%
IBM vs TD
+300.1%
-155.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +6.8% | +5.0% | +1.8% | +4.1% |
| 3M | +4.4% | +1.1% | +3.3% | +3.6% |
| 6M | +13.2% | +16.5% | -3.3% | +3.2% |
| YTD | -15.1% | +34.3% | -49.4% | -28.5% |
| 1Y | -20.2% | +52.9% | -73.1% | -37.4% |
| 3Y | +79.3% | +132.2% | -52.9% | +9.9% |
| 5Y | +147.5% | +101.9% | +45.6% | +61.0% |
| All | +144.8% | +300.1% | -155.3% | +0.4% |
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