+360.3%
TD vs USFR
+27.5%
+332.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | +7.6% | +1.0% | +6.6% | +7.4% |
| 6M | +25.0% | +1.9% | +23.1% | +24.5% |
| YTD | +31.0% | +2.6% | +28.4% | +30.3% |
| 1Y | +65.2% | +4.0% | +61.2% | +63.8% |
| 3Y | +122.5% | +14.1% | +108.4% | +116.5% |
| 5Y | +124.8% | +20.4% | +104.4% | +115.8% |
| 10Y | +298.2% | +28.0% | +270.2% | +278.3% |
| All | +360.3% | +27.5% | +332.8% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling