+430.8%
TD vs FIVE
+822.5%
-391.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +8.2% | +17.7% | -9.4% | +5.6% |
| 3M | +1.7% | +4.0% | -2.3% | +0.8% |
| 6M | +14.2% | +2.6% | +11.6% | +13.0% |
| YTD | +32.8% | +27.6% | +5.2% | +26.7% |
| 1Y | +55.5% | +59.9% | -4.5% | +43.4% |
| 3Y | +129.6% | +35.8% | +93.9% | +108.9% |
| 5Y | +102.2% | +14.4% | +87.8% | +84.7% |
| 10Y | +306.3% | +576.1% | -269.9% | +183.9% |
| All | +430.8% | +822.5% | -391.7% | +252.8% |
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