+319.3%
TD vs FTV
+89.3%
+229.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | +0.9% | -0.4% | +1.2% | +1.0% |
| 30D | -0.7% | -8.3% | +7.7% | +3.1% |
| 3M | +6.3% | -7.4% | +13.7% | +9.4% |
| 6M | +27.9% | -1.2% | +29.1% | +27.6% |
| YTD | +29.8% | +2.7% | +27.1% | +26.3% |
| 1Y | +63.7% | +18.4% | +45.2% | +48.6% |
| 3Y | +128.3% | -2.0% | +130.4% | +120.9% |
| 5Y | +125.5% | +3.4% | +122.1% | +108.0% |
| 10Y | +296.7% | +78.5% | +218.2% | +178.6% |
| All | +319.3% | +89.3% | +229.9% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling