+21.3%
TFC vs TD
+61.0%
-39.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +0.9% |
| 7D | +5.1% | +1.4% | +3.7% | +4.0% |
| 30D | +9.8% | +10.2% | -0.4% | +2.2% |
| 3M | -2.4% | +8.1% | -10.6% | -7.9% |
| 6M | +4.9% | +22.3% | -17.4% | -10.6% |
| YTD | +6.6% | +39.0% | -32.5% | -17.0% |
| 1Y | +21.3% | +62.6% | -41.3% | -8.1% |
| All | +21.3% | +61.0% | -39.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling