+125.4%
TD vs WY
-22.3%
+147.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.6% |
| 7D | -2.6% | -3.7% | +1.1% | -1.5% |
| 30D | -1.0% | -11.3% | +10.3% | +2.6% |
| 3M | +5.6% | -8.1% | +13.8% | +7.9% |
| 6M | +27.1% | -7.4% | +34.5% | +29.3% |
| YTD | +29.4% | -4.7% | +34.1% | +29.9% |
| 1Y | +60.7% | -9.2% | +69.9% | +63.6% |
| 3Y | +127.6% | -24.7% | +152.3% | +143.5% |
| 5Y | +125.4% | -21.6% | +147.0% | +138.7% |
| All | +125.4% | -22.3% | +147.7% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling