+863.7%
TFC vs TD
+7,879.0%
-7,015.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +1.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | -1.3% | +0.4% | -1.7% | -1.7% |
| 3M | +6.1% | +7.6% | -1.6% | +0.5% |
| 6M | +7.3% | +25.0% | -17.7% | -8.4% |
| YTD | +8.2% | +31.0% | -22.8% | -10.7% |
| 1Y | +14.4% | +65.2% | -50.8% | -19.9% |
| 3Y | +93.7% | +122.5% | -28.8% | +9.3% |
| 5Y | +16.4% | +124.8% | -108.4% | -34.0% |
| 10Y | +101.6% | +298.2% | -196.7% | -18.3% |
| All | +863.7% | +7,879.0% | -7,015.4% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling