+333.7%
TD vs FTV
+127.3%
+206.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +3.7% | -3.1% | -1.0% |
| 30D | +5.0% | +16.8% | -11.9% | -2.0% |
| 3M | +1.1% | +10.4% | -9.3% | -3.3% |
| 6M | +16.5% | +12.8% | +3.6% | +9.8% |
| YTD | +34.3% | +23.3% | +11.0% | +20.5% |
| 1Y | +52.9% | +31.0% | +21.9% | +33.2% |
| 3Y | +132.2% | +38.6% | +93.6% | +91.1% |
| 5Y | +101.9% | +17.6% | +84.3% | +76.9% |
| 10Y | +302.0% | +110.0% | +192.0% | +160.4% |
| All | +333.7% | +127.3% | +206.3% | +179.3% |
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 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