+142.7%
WFC vs TD
+303.5%
-160.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -1.0% |
| 7D | +0.3% | -2.6% | +2.9% | +2.7% |
| 30D | +2.3% | -1.0% | +3.3% | +3.1% |
| 3M | +9.8% | +5.6% | +4.1% | +3.9% |
| 6M | +15.6% | +27.1% | -11.5% | -8.2% |
| YTD | -2.4% | +29.4% | -31.8% | -23.7% |
| 1Y | +13.8% | +60.7% | -46.9% | -27.5% |
| 3Y | +134.6% | +127.6% | +7.0% | +4.2% |
| 5Y | +127.9% | +125.4% | +2.5% | +1.3% |
| All | +142.7% | +303.5% | -160.8% | -35.1% |
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