+52.5%
NDAQ vs TD
+123.1%
-70.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.4% |
| 7D | -1.6% | -1.9% | +0.4% | -0.7% |
| 30D | -1.5% | -1.6% | +0.1% | -0.8% |
| 3M | +8.0% | +4.6% | +3.4% | +5.7% |
| 6M | +7.7% | +26.8% | -19.1% | -3.6% |
| YTD | -2.3% | +28.3% | -30.7% | -13.1% |
| 1Y | +0.6% | +60.4% | -59.9% | -19.2% |
| 3Y | +90.9% | +125.7% | -34.8% | +29.3% |
| 5Y | +52.5% | +122.4% | -69.9% | +2.9% |
| All | +52.5% | +123.1% | -70.6% | +2.9% |
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