-24.8%
TYL vs TD
+124.9%
-149.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.5% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +18.7% | +0.4% | +18.3% | +18.4% |
| 3M | +18.1% | +7.6% | +10.5% | +14.0% |
| 6M | -1.1% | +25.0% | -26.1% | -11.3% |
| YTD | -19.8% | +31.0% | -50.8% | -29.6% |
| 1Y | -34.3% | +65.2% | -99.5% | -48.5% |
| 3Y | -8.2% | +122.5% | -130.7% | -39.1% |
| All | -24.8% | +124.9% | -149.7% | -48.9% |
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