+296.7%
TD vs FIVE
+475.1%
-178.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +0.9% | +3.7% | -2.8% | +0.2% |
| 30D | -0.7% | +4.0% | -4.6% | -1.5% |
| 3M | +6.3% | +36.2% | -30.0% | +0.5% |
| 6M | +27.9% | +18.0% | +9.9% | +23.3% |
| YTD | +29.8% | +34.9% | -5.1% | +22.1% |
| 1Y | +63.7% | +67.9% | -4.3% | +47.7% |
| 3Y | +128.3% | +57.3% | +71.0% | +99.9% |
| 5Y | +125.5% | +39.5% | +86.0% | +96.0% |
| 10Y | +296.7% | +496.4% | -199.7% | +168.0% |
| All | +296.7% | +475.1% | -178.4% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling