+296.7%
TD vs TMF
-86.8%
+383.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.9% |
| 30D | -0.7% | -1.8% | +1.2% | -0.8% |
| 3M | +6.3% | -8.2% | +14.5% | +5.5% |
| 6M | +27.9% | -19.5% | +47.4% | +25.6% |
| YTD | +29.8% | -16.0% | +45.8% | +28.0% |
| 1Y | +63.7% | -22.5% | +86.1% | +60.3% |
| 3Y | +128.3% | -42.3% | +170.6% | +119.7% |
| 5Y | +125.5% | -87.7% | +213.2% | +70.6% |
| 10Y | +296.7% | -86.5% | +383.2% | +228.4% |
| All | +296.7% | -86.8% | +383.5% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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