+303.8%
TD vs TCOM
-9.8%
+313.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.5% | -4.9% | +4.4% | +0.1% |
| 30D | -1.9% | -14.4% | +12.5% | +0.1% |
| 3M | +4.8% | -17.7% | +22.4% | +7.2% |
| 6M | +28.0% | -25.1% | +53.1% | +32.6% |
| YTD | +30.3% | -45.7% | +76.0% | +40.6% |
| 1Y | +59.8% | -47.9% | +107.6% | +73.2% |
| 3Y | +124.7% | +8.9% | +115.8% | +109.7% |
| 5Y | +127.0% | +26.9% | +100.1% | +97.3% |
| All | +303.8% | -9.8% | +313.6% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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