+41.5%
NU vs TD
+94.9%
-53.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.2% |
| 7D | -4.9% | -0.5% | -4.3% | -4.5% |
| 30D | +7.8% | -1.9% | +9.7% | +9.4% |
| 3M | +20.9% | +4.8% | +16.2% | +16.4% |
| 6M | +0.9% | +28.0% | -27.1% | -17.1% |
| YTD | -12.7% | +30.3% | -43.0% | -29.3% |
| 1Y | -6.4% | +59.8% | -66.2% | -35.5% |
| 3Y | +98.1% | +124.7% | -26.6% | +0.8% |
| All | +41.5% | +94.9% | -53.3% | -27.1% |
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