+313.7%
IVV vs TD
+295.4%
+18.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +0.5% | +0.9% | -0.4% | 0.0% |
| 30D | -1.0% | -0.7% | -0.3% | -0.7% |
| 3M | +3.9% | +6.3% | -2.4% | +0.2% |
| 6M | +14.5% | +27.9% | -13.4% | -0.4% |
| YTD | +12.9% | +29.8% | -16.9% | -2.7% |
| 1Y | +19.4% | +63.7% | -44.3% | -9.6% |
| 3Y | +78.8% | +128.3% | -49.5% | +10.4% |
| 5Y | +82.2% | +125.5% | -43.3% | +11.9% |
| 10Y | +313.7% | +296.7% | +17.0% | +83.0% |
| All | +313.7% | +295.4% | +18.3% | +83.0% |
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