+1,744.0%
USB vs TD
+7,806.2%
-6,062.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +2.1% | +0.9% | +1.2% | +1.5% |
| 30D | -2.3% | -0.7% | -1.6% | -1.9% |
| 3M | +13.9% | +6.3% | +7.6% | +9.0% |
| 6M | +21.6% | +27.9% | -6.3% | +2.2% |
| YTD | +19.3% | +29.8% | -10.5% | -0.6% |
| 1Y | +33.6% | +63.7% | -30.1% | -5.5% |
| 3Y | +97.7% | +128.3% | -30.6% | +10.1% |
| 5Y | +40.4% | +125.5% | -85.1% | -20.6% |
| 10Y | +105.9% | +296.7% | -190.8% | -17.9% |
| All | +1,744.0% | +7,806.2% | -6,062.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling