+125.4%
TD vs FTV
-3.0%
+128.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.6% |
| 7D | -2.6% | -5.2% | +2.6% | -0.9% |
| 30D | -1.0% | -11.5% | +10.5% | +3.0% |
| 3M | +5.6% | -9.0% | +14.7% | +8.7% |
| 6M | +27.1% | -2.0% | +29.1% | +27.1% |
| YTD | +29.4% | -0.9% | +30.3% | +28.3% |
| 1Y | +60.7% | +14.8% | +45.9% | +50.5% |
| 3Y | +127.6% | -5.5% | +133.1% | +125.3% |
| 5Y | +125.4% | -1.9% | +127.3% | +110.2% |
| All | +125.4% | -3.0% | +128.4% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling