-20.8%
TLT vs TD
+303.5%
-324.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -1.9% |
| 30D | -1.3% | -1.0% | -0.3% | -1.4% |
| 3M | -3.7% | +5.6% | -9.4% | -3.0% |
| 6M | -6.4% | +27.1% | -33.4% | -3.4% |
| YTD | -4.5% | +29.4% | -33.9% | -1.2% |
| 1Y | -5.9% | +60.7% | -66.5% | +0.2% |
| 3Y | -2.8% | +127.6% | -130.4% | +9.0% |
| 5Y | -35.1% | +125.4% | -160.5% | -26.4% |
| All | -20.8% | +303.5% | -324.3% | -1.5% |
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