+130.5%
TD vs FTV
+39.1%
+91.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +3.7% | -3.1% | -0.3% |
| 30D | +5.0% | +16.8% | -11.9% | +1.3% |
| 3M | +1.1% | +10.4% | -9.3% | -1.3% |
| 6M | +16.5% | +12.8% | +3.6% | +13.0% |
| YTD | +34.3% | +23.3% | +11.0% | +27.1% |
| 1Y | +52.9% | +31.0% | +21.9% | +42.5% |
| All | +130.5% | +39.1% | +91.4% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling