+1,792.8%
TMO vs TD
+7,835.7%
-6,043.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +1.1% | -1.9% | +3.0% | +1.8% |
| 3M | +28.3% | +4.8% | +23.6% | +25.5% |
| 6M | +23.3% | +28.0% | -4.7% | +11.1% |
| YTD | +5.5% | +30.3% | -24.8% | -5.8% |
| 1Y | +24.5% | +59.8% | -35.2% | +2.3% |
| 3Y | +19.6% | +124.7% | -105.1% | -15.3% |
| 5Y | +8.1% | +127.0% | -118.8% | -24.3% |
| 10Y | +336.7% | +303.2% | +33.5% | +132.3% |
| All | +1,792.8% | +7,835.7% | -6,043.0% | +283.9% |
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