+123.9%
TD vs FTV
-2.1%
+125.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +0.9% | -0.4% | +1.2% | +0.9% |
| 30D | -0.7% | -8.3% | +7.7% | +1.3% |
| 3M | +6.3% | -7.4% | +13.7% | +8.0% |
| 6M | +27.9% | -1.2% | +29.1% | +27.7% |
| YTD | +29.8% | +2.7% | +27.1% | +28.2% |
| 1Y | +63.7% | +18.4% | +45.2% | +55.4% |
| All | +123.9% | -2.1% | +125.9% | +125.1% |
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