+537.0%
TDG vs TD
+306.3%
+230.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.7% |
| 7D | -1.9% | -0.5% | -1.3% | -1.5% |
| 30D | -7.7% | -1.9% | -5.8% | -6.5% |
| 3M | -9.3% | +4.8% | -14.1% | -12.9% |
| 6M | -9.4% | +28.0% | -37.4% | -25.1% |
| YTD | -14.3% | +30.3% | -44.5% | -30.3% |
| 1Y | -11.8% | +59.8% | -71.6% | -39.0% |
| 3Y | +52.0% | +124.7% | -72.7% | -22.0% |
| 5Y | +128.8% | +127.0% | +1.9% | +14.4% |
| All | +537.0% | +306.3% | +230.7% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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