+70.9%
NDAQ vs TD
+104.8%
-33.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | 0.0% | -3.1% | +3.0% | +1.3% |
| 30D | +16.3% | +6.7% | +9.6% | +13.2% |
| 3M | +15.8% | +3.1% | +12.7% | +14.2% |
| 6M | +24.8% | +17.6% | +7.2% | +15.7% |
| YTD | +14.1% | +34.8% | -20.7% | -0.8% |
| 1Y | +26.5% | +55.6% | -29.1% | +3.1% |
| 3Y | +119.1% | +133.1% | -14.0% | +46.3% |
| 5Y | +70.9% | +104.7% | -33.7% | +18.7% |
| All | +70.9% | +104.8% | -33.9% | +18.7% |
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