+523.3%
ON vs TD
+300.0%
+223.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +1.1% | +11.1% | +11.1% |
| 30D | -3.1% | +5.2% | -8.3% | -7.6% |
| 3M | -12.9% | +1.2% | -14.1% | -13.6% |
| 6M | -38.6% | +17.7% | -56.3% | -47.4% |
| YTD | +31.2% | +34.2% | -3.0% | -1.8% |
| 1Y | +47.6% | +55.4% | -7.8% | -5.0% |
| 3Y | +6.6% | +130.4% | -123.8% | -55.2% |
| 5Y | +21.3% | +101.8% | -80.5% | -41.2% |
| All | +523.3% | +300.0% | +223.3% | +39.4% |
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