-46.7%
TOST vs TD
+127.6%
-174.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.2% |
| 7D | -0.9% | +0.9% | -1.7% | -1.6% |
| 30D | -3.5% | -0.7% | -2.8% | -3.3% |
| 3M | +38.1% | +6.3% | +31.9% | +29.9% |
| 6M | +9.9% | +27.9% | -18.0% | -13.5% |
| YTD | -6.3% | +29.8% | -36.1% | -27.3% |
| 1Y | -18.3% | +63.7% | -82.0% | -49.2% |
| 3Y | +59.7% | +128.3% | -68.6% | -29.1% |
| All | -46.7% | +127.6% | -174.3% | -74.2% |
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