-45.4%
TOST vs TD
+136.3%
-181.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -3.6% | -3.1% | -0.5% | -1.2% |
| 30D | +8.9% | +6.7% | +2.2% | +3.0% |
| 3M | -2.2% | +3.1% | -5.3% | -5.3% |
| 6M | +41.0% | +17.6% | +23.3% | +20.3% |
| YTD | -4.0% | +34.8% | -38.8% | -28.1% |
| 1Y | -9.6% | +55.6% | -65.2% | -40.9% |
| 3Y | +141.7% | +133.1% | +8.6% | +5.3% |
| 5Y | -29.5% | +104.7% | -134.1% | -64.5% |
| All | -45.4% | +136.3% | -181.7% | -74.5% |
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