+105.3%
KEY vs TD
+303.3%
-197.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +0.5% | -0.7% | +1.2% | +1.2% |
| 30D | +6.9% | +7.6% | -0.8% | -1.9% |
| 3M | -5.0% | +3.0% | -8.0% | -8.7% |
| 6M | +0.7% | +16.8% | -16.1% | -16.6% |
| YTD | +6.5% | +34.3% | -27.9% | -25.3% |
| 1Y | +22.6% | +56.0% | -33.4% | -28.0% |
| 3Y | +125.3% | +132.4% | -7.0% | -19.5% |
| 5Y | +13.9% | +103.7% | -89.7% | -51.6% |
| 10Y | +105.3% | +299.2% | -193.8% | -50.8% |
| All | +105.3% | +303.3% | -197.9% | -50.8% |
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