+303.6%
TD vs FIVE
+535.9%
-232.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +6.7% | +17.4% | -10.7% | +3.8% |
| 3M | +3.1% | +7.0% | -3.9% | +1.6% |
| 6M | +17.6% | +20.5% | -2.8% | +13.1% |
| YTD | +34.8% | +33.1% | +1.7% | +26.9% |
| 1Y | +55.6% | +67.1% | -11.5% | +40.8% |
| 3Y | +133.1% | +41.9% | +91.2% | +108.6% |
| 5Y | +104.7% | +21.1% | +83.6% | +83.9% |
| 10Y | +303.6% | +518.8% | -215.3% | +170.5% |
| All | +303.6% | +535.9% | -232.4% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling