+122.4%
TD vs USFR
+20.4%
+101.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.8% |
| 30D | -1.6% | +0.3% | -1.9% | -1.3% |
| 3M | +4.6% | +1.0% | +3.6% | +6.1% |
| 6M | +26.8% | +1.9% | +24.9% | +30.2% |
| YTD | +28.3% | +2.7% | +25.7% | +32.8% |
| 1Y | +60.4% | +4.0% | +56.5% | +68.4% |
| 3Y | +125.7% | +14.0% | +111.7% | +180.8% |
| 5Y | +122.4% | +20.4% | +101.9% | +194.6% |
| All | +122.4% | +20.4% | +101.9% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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