+299.2%
TD vs TAP
-48.8%
+348.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.7% | -4.5% | +3.8% | +0.6% |
| 30D | +7.6% | +7.5% | +0.1% | +5.2% |
| 3M | +3.0% | -4.9% | +7.9% | +4.0% |
| 6M | +16.8% | -3.5% | +20.3% | +16.9% |
| YTD | +34.3% | -11.4% | +45.8% | +37.0% |
| 1Y | +56.0% | -10.8% | +66.8% | +58.5% |
| 3Y | +132.4% | -24.5% | +156.8% | +143.6% |
| 5Y | +103.7% | +2.5% | +101.2% | +86.1% |
| 10Y | +299.2% | -47.6% | +346.7% | +271.7% |
| All | +299.2% | -48.8% | +348.0% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling