+7,887.2%
TD vs TAP
+610.8%
+7,276.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -0.5% | -3.9% | +3.3% | +0.3% |
| 30D | -1.9% | -5.3% | +3.4% | -0.8% |
| 3M | +4.8% | -3.8% | +8.5% | +5.2% |
| 6M | +28.0% | -11.4% | +39.4% | +30.7% |
| YTD | +30.3% | -13.7% | +44.0% | +33.5% |
| 1Y | +59.8% | -17.2% | +77.0% | +64.8% |
| 3Y | +124.7% | -33.1% | +157.8% | +140.4% |
| 5Y | +127.0% | +0.8% | +126.2% | +117.6% |
| 10Y | +303.2% | -49.8% | +353.0% | +330.8% |
| All | +7,887.2% | +610.8% | +7,276.4% | +5,361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling