-34.4%
TLT vs TD
+104.8%
-139.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.0% | -3.1% | +2.0% | -0.9% |
| 30D | +4.1% | +6.7% | -2.6% | +3.8% |
| 3M | -0.4% | +3.1% | -3.5% | -0.5% |
| 6M | -3.2% | +17.6% | -20.8% | -3.7% |
| YTD | -3.5% | +34.8% | -38.3% | -4.5% |
| 1Y | -5.8% | +55.6% | -61.4% | -7.0% |
| 3Y | +4.6% | +133.1% | -128.5% | +2.3% |
| 5Y | -34.4% | +104.7% | -139.1% | -36.0% |
| All | -34.4% | +104.8% | -139.2% | -36.0% |
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