+50.9%
O vs TD
+303.5%
-252.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -3.5% | -2.6% | -0.9% | -2.2% |
| 30D | -3.3% | -1.0% | -2.3% | -3.0% |
| 3M | -2.8% | +5.6% | -8.5% | -6.1% |
| 6M | -5.8% | +27.1% | -32.9% | -17.6% |
| YTD | +9.4% | +29.4% | -20.0% | -5.5% |
| 1Y | +5.7% | +60.7% | -55.0% | -19.1% |
| 3Y | +27.2% | +127.6% | -100.4% | -21.3% |
| 5Y | +17.2% | +125.4% | -108.2% | -29.8% |
| All | +50.9% | +303.5% | -252.6% | -44.2% |
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