+8,162.8%
TD vs FDS
+9,751.0%
-1,588.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.3% |
| 7D | -3.1% | -2.1% | -0.9% | -2.6% |
| 30D | +6.7% | +16.0% | -9.3% | +2.7% |
| 3M | +3.1% | +18.8% | -15.7% | -1.9% |
| 6M | +17.6% | +54.1% | -36.5% | +3.3% |
| YTD | +34.8% | +17.0% | +17.8% | +25.5% |
| 1Y | +55.6% | +25.5% | +30.1% | +41.8% |
| 3Y | +133.1% | -23.3% | +156.4% | +138.8% |
| 5Y | +104.7% | -22.6% | +127.3% | +107.2% |
| 10Y | +303.6% | +130.2% | +173.3% | +202.3% |
| All | +8,162.8% | +9,751.0% | -1,588.2% | +2,856.6% |
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 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