+333.5%
TD vs FTV
+127.6%
+206.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +3.9% | -2.8% | -0.6% |
| 30D | +5.2% | +18.7% | -13.4% | -2.4% |
| 3M | +1.2% | +10.0% | -8.8% | -3.1% |
| 6M | +17.7% | +14.6% | +3.2% | +10.3% |
| YTD | +34.2% | +23.4% | +10.8% | +20.4% |
| 1Y | +55.4% | +31.3% | +24.1% | +35.3% |
| 3Y | +130.4% | +39.8% | +90.6% | +88.8% |
| 5Y | +101.8% | +17.7% | +84.1% | +76.8% |
| 10Y | +301.9% | +110.2% | +191.6% | +160.2% |
| All | +333.5% | +127.6% | +206.0% | +179.1% |
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 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