+2,632.1%
NDAQ vs TD
+2,587.9%
+44.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.3% |
| 30D | +16.2% | +5.0% | +11.3% | +12.6% |
| 3M | +14.0% | +1.1% | +12.9% | +12.8% |
| 6M | +22.3% | +16.5% | +5.8% | +9.9% |
| YTD | +13.0% | +34.3% | -21.3% | -7.8% |
| 1Y | +24.0% | +52.9% | -28.9% | -7.0% |
| 3Y | +117.1% | +132.2% | -15.1% | +21.4% |
| 5Y | +67.5% | +101.9% | -34.3% | +0.6% |
| 10Y | +474.3% | +302.0% | +172.3% | +102.0% |
| All | +2,632.1% | +2,587.9% | +44.1% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling