+56.9%
ON vs TD
+123.1%
-66.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.9% |
| 7D | -1.9% | -1.9% | 0.0% | -0.2% |
| 30D | -11.0% | -1.6% | -9.4% | -9.7% |
| 3M | -39.3% | +4.6% | -43.9% | -41.5% |
| 6M | +19.8% | +26.8% | -7.0% | -1.9% |
| YTD | +31.1% | +28.3% | +2.8% | +5.8% |
| 1Y | +46.0% | +60.4% | -14.5% | -3.6% |
| 3Y | -27.5% | +125.7% | -153.2% | -65.9% |
| 5Y | +56.9% | +122.4% | -65.5% | -17.2% |
| All | +56.9% | +123.1% | -66.2% | -17.2% |
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 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