+1,926.5%
WFC vs TD
+8,075.2%
-6,148.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +1.1% | +1.4% | +1.6% |
| 30D | +7.0% | +5.2% | +1.8% | +2.8% |
| 3M | -1.8% | +1.2% | -3.0% | -3.0% |
| 6M | +18.4% | +17.7% | +0.6% | +3.7% |
| YTD | -5.6% | +34.2% | -39.8% | -25.4% |
| 1Y | +3.9% | +55.4% | -51.6% | -26.9% |
| 3Y | +126.3% | +130.4% | -4.1% | +15.0% |
| 5Y | +91.1% | +101.8% | -10.7% | +8.0% |
| 10Y | +118.5% | +301.9% | -183.3% | -24.9% |
| All | +1,926.5% | +8,075.2% | -6,148.6% | +66.1% |
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 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