+1,717.8%
USB vs TD
+8,368.4%
-6,650.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | 0.0% |
| 7D | +2.4% | +1.4% | +1.0% | +1.4% |
| 30D | +6.6% | +10.2% | -3.7% | -0.5% |
| 3M | -4.1% | +8.1% | -12.2% | -9.3% |
| 6M | +12.5% | +22.3% | -9.8% | -2.5% |
| YTD | +17.6% | +39.0% | -21.4% | -6.7% |
| 1Y | +36.5% | +62.6% | -26.1% | -3.0% |
| 3Y | +95.4% | +141.2% | -45.8% | +4.4% |
| 5Y | +26.1% | +112.4% | -86.3% | -25.9% |
| 10Y | +101.3% | +325.5% | -224.3% | -23.6% |
| All | +1,717.8% | +8,368.4% | -6,650.6% | +101.4% |
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