+303.8%
TD vs WY
+7.6%
+296.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.5% | -4.2% | +3.6% | +1.1% |
| 30D | -1.9% | -10.1% | +8.2% | +2.0% |
| 3M | +4.8% | -8.5% | +13.2% | +7.7% |
| 6M | +28.0% | -3.3% | +31.3% | +28.6% |
| YTD | +30.3% | -4.4% | +34.7% | +30.9% |
| 1Y | +59.8% | -11.5% | +71.3% | +65.0% |
| 3Y | +124.7% | -24.3% | +149.0% | +142.1% |
| 5Y | +127.0% | -21.3% | +148.3% | +135.6% |
| All | +303.8% | +7.6% | +296.3% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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