+67.1%
V vs TD
+123.5%
-56.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -1.1% | +0.9% | -1.9% | -1.4% |
| 30D | +1.9% | -0.7% | +2.5% | +2.1% |
| 3M | +15.5% | +6.3% | +9.3% | +12.0% |
| 6M | +16.6% | +27.9% | -11.3% | +3.4% |
| YTD | +5.7% | +29.8% | -24.1% | -7.0% |
| 1Y | +8.6% | +63.7% | -55.1% | -14.6% |
| 3Y | +52.5% | +128.3% | -75.8% | +0.2% |
| 5Y | +67.1% | +125.5% | -58.4% | +6.0% |
| All | +67.1% | +123.5% | -56.4% | +6.0% |
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