+2,006.3%
WFC vs TD
+7,879.0%
-5,872.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.5% |
| 30D | +1.5% | +0.4% | +1.1% | +1.0% |
| 3M | +10.9% | +7.6% | +3.2% | +4.3% |
| 6M | +8.4% | +25.0% | -16.6% | -9.3% |
| YTD | -1.9% | +31.0% | -32.9% | -20.8% |
| 1Y | +12.3% | +65.2% | -52.8% | -24.5% |
| 3Y | +132.3% | +122.5% | +9.8% | +21.4% |
| 5Y | +130.1% | +124.8% | +5.3% | +19.6% |
| 10Y | +134.4% | +298.2% | -163.8% | -18.7% |
| All | +2,006.3% | +7,879.0% | -5,872.7% | +76.2% |
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