+352.1%
IDXX vs TD
+306.3%
+45.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | -11.5% | -1.9% | -9.6% | -10.9% |
| 3M | -9.5% | +4.8% | -14.3% | -11.8% |
| 6M | -16.0% | +28.0% | -43.9% | -25.3% |
| YTD | -25.4% | +30.3% | -55.7% | -34.3% |
| 1Y | -21.8% | +59.8% | -81.5% | -37.3% |
| 3Y | +7.0% | +124.7% | -117.7% | -27.4% |
| 5Y | -26.0% | +127.0% | -152.9% | -50.2% |
| All | +352.1% | +306.3% | +45.8% | +128.4% |
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