+93.0%
TFC vs TD
+123.9%
-30.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | 0.0% |
| 7D | -1.3% | -1.9% | +0.6% | +0.1% |
| 30D | -2.3% | -1.6% | -0.7% | -1.2% |
| 3M | +2.5% | +4.6% | -2.2% | -1.1% |
| 6M | +9.5% | +26.8% | -17.3% | -8.4% |
| YTD | +5.1% | +28.3% | -23.3% | -12.7% |
| 1Y | +15.5% | +60.4% | -45.0% | -18.4% |
| All | +93.0% | +123.9% | -30.9% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling