-22.4%
TYL vs TD
+101.6%
-124.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +6.7% | -1.7% | +8.3% | +7.3% |
| 30D | +26.5% | +8.2% | +18.3% | +22.7% |
| 3M | +37.3% | +1.7% | +35.6% | +35.9% |
| 6M | +31.2% | +14.2% | +16.9% | +22.9% |
| YTD | -7.4% | +32.8% | -40.1% | -19.3% |
| 1Y | -9.6% | +55.5% | -65.0% | -27.1% |
| 3Y | +1.9% | +129.6% | -127.7% | -33.7% |
| All | -22.4% | +101.6% | -124.0% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling