+125.4%
TD vs SPXU
-85.5%
+210.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +1.2% |
| 7D | -2.6% | +6.4% | -8.9% | -1.3% |
| 30D | -1.0% | +5.9% | -7.0% | +0.3% |
| 3M | +5.6% | -11.7% | +17.3% | +3.3% |
| 6M | +27.1% | -28.7% | +55.8% | +19.7% |
| YTD | +29.4% | -26.4% | +55.8% | +23.0% |
| 1Y | +60.7% | -35.2% | +95.9% | +49.4% |
| 3Y | +127.6% | -79.8% | +207.4% | +72.3% |
| 5Y | +125.4% | -86.1% | +211.5% | +71.2% |
| All | +125.4% | -85.5% | +210.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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