+281.8%
TD vs FND
+57.9%
+223.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +1.1% | -6.8% | +7.9% | +2.3% |
| 30D | +5.2% | +8.0% | -2.8% | +3.7% |
| 3M | +1.2% | -18.9% | +20.2% | +4.5% |
| 6M | +17.7% | +4.7% | +13.1% | +15.6% |
| YTD | +34.2% | -21.6% | +55.8% | +37.5% |
| 1Y | +55.4% | -22.0% | +77.4% | +59.1% |
| 3Y | +130.4% | -40.4% | +170.8% | +139.3% |
| 5Y | +101.8% | -63.8% | +165.6% | +121.7% |
| All | +281.8% | +57.9% | +223.9% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling