+17.6%
IP vs TD
+300.0%
-282.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | +7.9% | +5.2% | +2.7% | +4.1% |
| 3M | -15.3% | +1.2% | -16.5% | -16.3% |
| 6M | +10.5% | +17.7% | -7.2% | -2.1% |
| YTD | -9.4% | +34.2% | -43.6% | -27.1% |
| 1Y | -4.6% | +55.4% | -60.1% | -31.0% |
| 3Y | +21.2% | +130.4% | -109.2% | -35.6% |
| 5Y | -13.3% | +101.8% | -115.1% | -50.0% |
| All | +17.6% | +300.0% | -282.4% | -59.3% |
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