+128.3%
TD vs FDS
-30.4%
+158.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | +0.9% | -5.4% | +6.2% | +1.1% |
| 30D | -0.7% | +1.6% | -2.2% | -0.7% |
| 3M | +6.3% | +17.7% | -11.5% | +5.3% |
| 6M | +27.9% | +29.1% | -1.1% | +25.2% |
| YTD | +29.8% | +1.0% | +28.8% | +31.4% |
| 1Y | +63.7% | -21.6% | +85.3% | +74.1% |
| 3Y | +128.3% | -30.1% | +158.4% | +141.6% |
| All | +128.3% | -30.4% | +158.8% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling