+270.6%
TD vs FND
+56.5%
+214.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.5% | -5.8% | +5.2% | +0.4% |
| 30D | -1.9% | -20.2% | +18.3% | +1.8% |
| 3M | +4.8% | -12.0% | +16.7% | +6.4% |
| 6M | +28.0% | -18.5% | +46.5% | +31.1% |
| YTD | +30.3% | -22.3% | +52.5% | +34.0% |
| 1Y | +59.8% | -47.6% | +107.4% | +75.4% |
| 3Y | +124.7% | -49.8% | +174.5% | +141.1% |
| 5Y | +127.0% | -63.0% | +189.9% | +148.2% |
| All | +270.6% | +56.5% | +214.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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