+128.3%
WFC vs TD
+123.1%
+5.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.8% |
| 7D | +0.4% | -1.9% | +2.4% | +1.9% |
| 30D | +2.5% | -1.6% | +4.1% | +3.6% |
| 3M | +10.0% | +4.6% | +5.4% | +5.9% |
| 6M | +15.1% | +26.8% | -11.8% | -4.7% |
| YTD | -2.2% | +28.3% | -30.5% | -19.6% |
| 1Y | +13.5% | +60.4% | -47.0% | -21.5% |
| 3Y | +135.2% | +125.7% | +9.5% | +21.4% |
| 5Y | +128.3% | +122.4% | +6.0% | +27.5% |
| All | +128.3% | +123.1% | +5.2% | +27.5% |
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