+125.4%
TD vs TRU
-36.7%
+162.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.6% | -9.4% | +6.8% | -0.8% |
| 30D | -1.0% | -4.1% | +3.1% | -0.4% |
| 3M | +5.6% | +13.6% | -8.0% | +2.4% |
| 6M | +27.1% | +3.6% | +23.5% | +25.2% |
| YTD | +29.4% | -9.8% | +39.2% | +30.4% |
| 1Y | +60.7% | -13.6% | +74.3% | +62.8% |
| 3Y | +127.6% | -2.0% | +129.6% | +116.9% |
| 5Y | +125.4% | -35.8% | +161.2% | +134.0% |
| All | +125.4% | -36.7% | +162.1% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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