-33.7%
TLT vs TD
+123.5%
-157.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | -1.7% | +6.3% | -8.0% | -1.9% |
| 6M | -4.9% | +27.9% | -32.8% | -5.4% |
| YTD | -2.8% | +29.8% | -32.6% | -3.4% |
| 1Y | -4.2% | +63.7% | -67.9% | -5.1% |
| 3Y | -1.1% | +128.3% | -129.4% | -2.3% |
| 5Y | -33.7% | +125.5% | -159.2% | -32.0% |
| All | -33.7% | +123.5% | -157.2% | -32.0% |
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