+244.6%
TMUS vs TD
+302.8%
-58.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +8.2% | -3.1% | +11.2% | +9.3% |
| 30D | +13.4% | +6.7% | +6.7% | +10.6% |
| 3M | -3.0% | +3.1% | -6.1% | -4.4% |
| 6M | -8.8% | +17.6% | -26.4% | -14.5% |
| YTD | -13.8% | +34.8% | -48.6% | -23.8% |
| 1Y | -17.1% | +55.6% | -72.7% | -30.8% |
| 3Y | +22.7% | +133.1% | -110.5% | -14.5% |
| 5Y | +52.8% | +104.7% | -51.8% | +11.3% |
| 10Y | +244.6% | +303.6% | -58.9% | +77.2% |
| All | +244.6% | +302.8% | -58.1% | +77.2% |
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