+312.0%
IVV vs TD
+300.1%
+11.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.3% | +0.6% | +2.8% | +3.0% |
| 30D | -2.7% | +5.0% | -7.6% | -5.2% |
| 3M | -1.7% | +1.1% | -2.8% | -2.5% |
| 6M | +3.2% | +16.5% | -13.3% | -5.5% |
| YTD | +12.0% | +34.3% | -22.3% | -5.3% |
| 1Y | +12.1% | +52.9% | -40.8% | -11.8% |
| 3Y | +78.6% | +132.2% | -53.6% | +9.5% |
| 5Y | +73.8% | +101.9% | -28.0% | +14.3% |
| All | +312.0% | +300.1% | +11.9% | +84.6% |
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