+19.2%
UL vs TD
+122.4%
-103.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -4.1% | -2.6% | -1.5% | -3.5% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | +6.0% | +5.6% | +0.4% | +4.4% |
| 6M | -5.5% | +27.1% | -32.6% | -11.1% |
| YTD | -3.3% | +29.4% | -32.7% | -9.6% |
| 1Y | -9.8% | +60.7% | -70.5% | -20.3% |
| 3Y | +20.1% | +127.6% | -107.5% | -4.2% |
| 5Y | +19.2% | +125.4% | -106.2% | -1.5% |
| All | +19.2% | +122.4% | -103.2% | -1.5% |
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 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