+365.6%
NDAQ vs TD
+303.5%
+62.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.8% |
| 7D | -6.8% | -2.6% | -4.2% | -5.6% |
| 30D | -3.2% | -1.0% | -2.2% | -2.8% |
| 3M | +6.5% | +5.6% | +0.9% | +3.3% |
| 6M | +5.7% | +27.1% | -21.3% | -7.0% |
| YTD | -4.6% | +29.4% | -34.0% | -17.0% |
| 1Y | -1.6% | +60.7% | -62.3% | -23.5% |
| 3Y | +86.4% | +127.6% | -41.2% | +19.1% |
| 5Y | +50.3% | +125.4% | -75.1% | -5.0% |
| All | +365.6% | +303.5% | +62.1% | +114.3% |
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