+125.4%
TD vs FND
-62.8%
+188.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -2.6% | -5.1% | +2.5% | -1.9% |
| 30D | -1.0% | -22.5% | +21.5% | +2.5% |
| 3M | +5.6% | -5.0% | +10.6% | +5.8% |
| 6M | +27.1% | -21.5% | +48.6% | +30.3% |
| YTD | +29.4% | -23.0% | +52.4% | +32.6% |
| 1Y | +60.7% | -44.9% | +105.6% | +72.3% |
| 3Y | +127.6% | -50.0% | +177.6% | +141.6% |
| 5Y | +125.4% | -63.3% | +188.7% | +141.4% |
| All | +125.4% | -62.8% | +188.2% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling