-44.5%
TOST vs TD
+135.3%
-179.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.9% |
| 30D | +16.2% | +5.2% | +11.0% | +11.3% |
| 3M | -1.5% | +1.2% | -2.8% | -3.1% |
| 6M | +55.3% | +17.7% | +37.6% | +32.4% |
| YTD | -2.3% | +34.2% | -36.6% | -26.6% |
| 1Y | -5.5% | +55.4% | -61.0% | -38.2% |
| 3Y | +151.1% | +130.4% | +20.7% | +10.7% |
| 5Y | -27.9% | +101.8% | -129.8% | -63.5% |
| All | -44.5% | +135.3% | -179.8% | -74.0% |
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 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