+8,160.2%
TD vs FDS
+9,511.0%
-1,350.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.6% | -5.0% | +4.3% | +0.6% |
| 30D | +7.9% | +13.8% | -5.8% | +4.4% |
| 3M | +3.1% | +14.8% | -11.7% | -1.0% |
| 6M | +17.2% | +47.4% | -30.2% | +4.1% |
| YTD | +34.7% | +14.2% | +20.6% | +26.2% |
| 1Y | +56.9% | +26.6% | +30.3% | +42.6% |
| 3Y | +134.7% | -24.4% | +159.2% | +141.3% |
| 5Y | +104.8% | -22.6% | +127.4% | +107.3% |
| 10Y | +305.8% | +130.0% | +175.8% | +204.2% |
| All | +8,160.2% | +9,511.0% | -1,350.8% | +2,873.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling