+219.1%
TER vs TD
+123.5%
+95.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +5.0% |
| 7D | +11.0% | +0.9% | +10.1% | +9.9% |
| 30D | -1.9% | -0.7% | -1.2% | -1.1% |
| 3M | -0.7% | +6.3% | -6.9% | -5.8% |
| 6M | +36.4% | +27.9% | +8.4% | +11.4% |
| YTD | +92.4% | +29.8% | +62.6% | +55.7% |
| 1Y | +213.5% | +63.7% | +149.9% | +111.2% |
| 3Y | +277.2% | +128.3% | +148.9% | +92.9% |
| 5Y | +219.1% | +125.5% | +93.6% | +76.6% |
| All | +219.1% | +123.5% | +95.6% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling