+92.5%
USB vs TD
+130.6%
-38.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | +0.6% |
| 7D | -1.5% | -3.2% | +1.8% | +0.7% |
| 30D | +4.3% | +4.9% | -0.6% | +0.9% |
| 3M | -6.1% | +2.3% | -8.4% | -7.6% |
| 6M | +9.4% | +17.8% | -8.4% | -2.2% |
| YTD | +15.2% | +33.5% | -18.3% | -5.3% |
| 1Y | +32.8% | +55.9% | -23.2% | -1.2% |
| All | +92.5% | +130.6% | -38.1% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling