+100.0%
IT vs TD
+306.3%
-206.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +4.9% |
| 7D | -3.7% | -0.5% | -3.1% | -3.3% |
| 30D | +0.1% | -1.9% | +2.0% | +0.9% |
| 3M | +20.7% | +4.8% | +15.9% | +16.7% |
| 6M | +12.0% | +28.0% | -16.0% | -3.8% |
| YTD | -28.8% | +30.3% | -59.1% | -39.7% |
| 1Y | -25.5% | +59.8% | -85.3% | -44.0% |
| 3Y | -48.8% | +124.7% | -173.4% | -68.7% |
| 5Y | -42.7% | +127.0% | -169.7% | -65.7% |
| All | +100.0% | +306.3% | -206.3% | -9.2% |
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