+31.8%
USB vs TD
+54.9%
-23.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | 0.0% | -1.7% | +1.7% | +1.2% |
| 30D | +5.8% | +8.2% | -2.4% | -0.2% |
| 3M | -6.0% | +1.7% | -7.7% | -7.2% |
| 6M | +7.8% | +14.2% | -6.5% | -3.3% |
| YTD | +14.6% | +32.8% | -18.2% | -7.7% |
| 1Y | +31.8% | +55.5% | -23.7% | +3.9% |
| All | +31.8% | +54.9% | -23.1% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling