+126.9%
TD vs QSR
+40.5%
+86.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.5% | -4.0% | +3.5% | +0.6% |
| 30D | -1.9% | +2.8% | -4.6% | -2.7% |
| 3M | +4.8% | +5.1% | -0.3% | +2.9% |
| 6M | +28.0% | +8.8% | +19.2% | +23.9% |
| YTD | +30.3% | +14.8% | +15.5% | +23.5% |
| 1Y | +59.8% | +25.7% | +34.0% | +46.3% |
| 3Y | +124.7% | +27.5% | +97.2% | +99.1% |
| All | +126.9% | +40.5% | +86.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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