+455.4%
V vs TD
+301.4%
+154.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | +9.9% | +7.6% | +2.3% | +5.4% |
| 3M | +17.5% | +3.0% | +14.5% | +15.2% |
| 6M | +33.5% | +16.8% | +16.6% | +20.9% |
| YTD | +21.6% | +34.3% | -12.8% | +0.9% |
| 1Y | +27.6% | +56.0% | -28.4% | -3.4% |
| 3Y | +76.4% | +132.4% | -55.9% | +2.6% |
| 5Y | +103.8% | +103.7% | +0.2% | +27.6% |
| All | +455.4% | +301.4% | +154.0% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling