+2,926.4%
V vs TD
+692.8%
+2,233.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | +2.0% | +0.4% | +1.6% | +1.6% |
| 3M | +17.4% | +7.6% | +9.7% | +11.7% |
| 6M | +17.5% | +25.0% | -7.5% | +1.8% |
| YTD | +7.6% | +31.0% | -23.4% | -9.5% |
| 1Y | +7.7% | +65.2% | -57.5% | -21.3% |
| 3Y | +54.7% | +122.5% | -67.8% | -7.7% |
| 5Y | +73.0% | +124.8% | -51.7% | +1.3% |
| 10Y | +390.9% | +298.2% | +92.6% | +96.3% |
| All | +2,926.4% | +692.8% | +2,233.6% | +666.4% |
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