+272.6%
TD vs FND
+66.0%
+206.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +0.3% | -5.2% | +5.5% | +1.2% |
| 30D | +0.4% | -19.9% | +20.3% | +4.0% |
| 3M | +7.6% | +2.7% | +4.9% | +6.4% |
| 6M | +25.0% | -21.7% | +46.7% | +28.9% |
| YTD | +31.0% | -17.5% | +48.5% | +33.4% |
| 1Y | +65.2% | -39.3% | +104.5% | +76.6% |
| 3Y | +122.5% | -49.8% | +172.3% | +139.0% |
| 5Y | +124.8% | -60.1% | +184.9% | +142.6% |
| All | +272.6% | +66.0% | +206.6% | +203.4% |
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 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