+22.0%
USB vs TD
+101.6%
-79.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | 0.0% | -1.7% | +1.7% | +1.3% |
| 30D | +5.8% | +8.2% | -2.4% | -0.9% |
| 3M | -6.0% | +1.7% | -7.7% | -7.5% |
| 6M | +7.8% | +14.2% | -6.5% | -3.8% |
| YTD | +14.6% | +32.8% | -18.2% | -9.6% |
| 1Y | +31.8% | +55.5% | -23.7% | -8.9% |
| 3Y | +91.5% | +129.6% | -38.1% | -6.6% |
| All | +22.0% | +101.6% | -79.6% | -33.7% |
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