+7,857.5%
TD vs WY
+265.5%
+7,592.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +0.9% | -2.1% | +2.9% | +1.6% |
| 30D | -0.7% | -10.5% | +9.8% | +3.2% |
| 3M | +6.3% | -4.9% | +11.1% | +7.6% |
| 6M | +27.9% | -4.9% | +32.8% | +29.3% |
| YTD | +29.8% | -1.7% | +31.5% | +29.2% |
| 1Y | +63.7% | -9.4% | +73.0% | +67.2% |
| 3Y | +128.3% | -22.3% | +150.6% | +142.4% |
| 5Y | +125.5% | -20.5% | +146.1% | +133.6% |
| 10Y | +296.7% | +4.9% | +291.8% | +244.5% |
| All | +7,857.5% | +265.5% | +7,592.0% | +3,776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling