+297.1%
TD vs FDS
+72.8%
+224.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.3% |
| 7D | -1.9% | -8.8% | +6.9% | +0.4% |
| 30D | -1.6% | -1.4% | -0.2% | -1.5% |
| 3M | +4.6% | +13.9% | -9.3% | -0.1% |
| 6M | +26.8% | +27.4% | -0.6% | +15.6% |
| YTD | +28.3% | -2.5% | +30.8% | +26.5% |
| 1Y | +60.4% | -23.8% | +84.2% | +71.2% |
| 3Y | +125.7% | -32.5% | +158.2% | +147.6% |
| 5Y | +122.4% | -23.2% | +145.5% | +127.7% |
| 10Y | +297.1% | +76.4% | +220.7% | +193.9% |
| All | +297.1% | +72.8% | +224.2% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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