+423.8%
TD vs FIVE
+868.1%
-444.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.1% |
| 7D | +0.3% | +4.3% | -3.9% | -0.3% |
| 30D | +0.4% | +12.5% | -12.1% | -1.5% |
| 3M | +7.6% | +31.2% | -23.6% | +3.0% |
| 6M | +25.0% | +14.4% | +10.6% | +21.6% |
| YTD | +31.0% | +33.9% | -2.9% | +24.3% |
| 1Y | +65.2% | +65.1% | +0.1% | +51.4% |
| 3Y | +122.5% | +49.0% | +73.5% | +99.4% |
| 5Y | +124.8% | +30.3% | +94.5% | +100.8% |
| 10Y | +298.2% | +481.1% | -182.9% | +180.9% |
| All | +423.8% | +868.1% | -444.4% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling