+99.5%
KEY vs TD
+302.8%
-203.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.1% |
| 7D | -0.5% | -3.1% | +2.5% | +3.0% |
| 30D | +6.7% | +6.7% | 0.0% | -1.1% |
| 3M | -4.6% | +3.1% | -7.7% | -8.4% |
| 6M | +2.6% | +17.6% | -15.1% | -15.8% |
| YTD | +7.0% | +34.8% | -27.8% | -25.3% |
| 1Y | +23.5% | +55.6% | -32.1% | -27.3% |
| 3Y | +126.4% | +133.1% | -6.7% | -19.5% |
| 5Y | +13.0% | +104.7% | -91.6% | -52.3% |
| 10Y | +99.5% | +303.6% | -204.1% | -55.6% |
| All | +99.5% | +302.8% | -203.3% | -55.6% |
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