+580.0%
XYZ vs TD
+295.4%
+284.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.4% |
| 7D | +2.9% | +0.9% | +2.0% | +2.1% |
| 30D | +1.4% | -0.7% | +2.0% | +1.9% |
| 3M | +14.6% | +6.3% | +8.3% | +7.6% |
| 6M | +20.8% | +27.9% | -7.2% | -4.5% |
| YTD | +23.1% | +29.8% | -6.8% | -4.1% |
| 1Y | +5.6% | +63.7% | -58.0% | -33.9% |
| 3Y | +50.9% | +128.3% | -77.4% | -31.6% |
| 5Y | -68.6% | +125.5% | -194.1% | -84.9% |
| 10Y | +580.0% | +296.7% | +283.3% | +121.1% |
| All | +580.0% | +295.4% | +284.6% | +121.1% |
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