+638.0%
XYZ vs TD
+311.5%
+326.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.2% |
| 7D | +14.9% | -0.6% | +15.5% | +15.9% |
| 30D | +14.7% | +7.9% | +6.7% | +7.2% |
| 3M | +12.1% | +3.1% | +9.0% | +9.1% |
| 6M | +18.3% | +17.2% | +1.1% | +1.6% |
| YTD | +36.1% | +34.7% | +1.3% | +2.6% |
| 1Y | +35.3% | +56.9% | -21.6% | -11.8% |
| 3Y | +73.5% | +134.7% | -61.3% | -23.6% |
| 5Y | -61.6% | +104.8% | -166.4% | -80.1% |
| 10Y | +638.0% | +305.8% | +332.2% | +134.6% |
| All | +638.0% | +311.5% | +326.5% | +134.6% |
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