+128.6%
TD vs FRSH
-72.5%
+201.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.5% | -6.6% | +6.1% | +0.1% |
| 30D | -1.9% | +2.1% | -4.0% | -2.2% |
| 3M | +4.8% | +29.0% | -24.2% | +2.0% |
| 6M | +28.0% | +48.6% | -20.6% | +22.4% |
| YTD | +30.3% | -2.9% | +33.2% | +29.5% |
| 1Y | +59.8% | -7.9% | +67.7% | +59.4% |
| 3Y | +124.7% | -46.5% | +171.2% | +132.4% |
| All | +128.6% | -72.5% | +201.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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