+436.5%
TD vs GWRE
+736.4%
-299.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | -2.6% | -30.9% | +28.4% | +2.1% |
| 30D | -1.0% | -20.7% | +19.7% | +1.6% |
| 3M | +5.6% | +20.2% | -14.5% | +1.5% |
| 6M | +27.1% | -11.9% | +38.9% | +26.6% |
| YTD | +29.4% | -30.3% | +59.7% | +33.3% |
| 1Y | +60.7% | -44.6% | +105.3% | +71.6% |
| 3Y | +127.6% | +48.8% | +78.8% | +99.0% |
| 5Y | +125.4% | +14.8% | +110.6% | +102.3% |
| 10Y | +300.4% | +128.1% | +172.3% | +213.5% |
| All | +436.5% | +736.4% | -299.8% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling