+572.1%
ON vs TD
+303.5%
+268.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -2.0% |
| 7D | -4.7% | -2.6% | -2.2% | -2.2% |
| 30D | -13.5% | -1.0% | -12.5% | -12.6% |
| 3M | -36.3% | +5.6% | -41.9% | -39.5% |
| 6M | +17.8% | +27.1% | -9.3% | -6.7% |
| YTD | +29.6% | +29.4% | +0.2% | +0.3% |
| 1Y | +45.8% | +60.7% | -14.9% | -9.5% |
| 3Y | -28.3% | +127.6% | -155.9% | -69.8% |
| 5Y | +49.6% | +125.4% | -75.8% | -35.7% |
| All | +572.1% | +303.5% | +268.6% | +84.6% |
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