+40.8%
KEY vs TD
+123.5%
-82.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -0.8% |
| 7D | +2.7% | +0.9% | +1.9% | +1.9% |
| 30D | -3.2% | -0.7% | -2.6% | -2.7% |
| 3M | +1.0% | +6.3% | -5.3% | -5.5% |
| 6M | +11.9% | +27.9% | -16.1% | -13.8% |
| YTD | +8.7% | +29.8% | -21.1% | -17.4% |
| 1Y | +18.5% | +63.7% | -45.2% | -29.7% |
| 3Y | +124.0% | +128.3% | -4.4% | -9.4% |
| 5Y | +40.8% | +125.5% | -84.7% | -42.1% |
| All | +40.8% | +123.5% | -82.7% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling