+126.9%
TD vs GWRE
+15.1%
+111.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.5% | -13.2% | +12.7% | +0.4% |
| 30D | -1.9% | -18.6% | +16.7% | -0.7% |
| 3M | +4.8% | +18.9% | -14.1% | +2.6% |
| 6M | +28.0% | -11.0% | +38.9% | +27.9% |
| YTD | +30.3% | -29.9% | +60.2% | +33.4% |
| 1Y | +59.8% | -44.3% | +104.1% | +68.1% |
| 3Y | +124.7% | +51.7% | +73.0% | +99.8% |
| All | +126.9% | +15.1% | +111.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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