+566.1%
XYZ vs TD
+300.1%
+265.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.6% |
| 30D | +7.0% | +5.0% | +2.1% | +2.7% |
| 3M | +5.1% | +1.1% | +4.0% | +4.2% |
| 6M | +14.1% | +16.5% | -2.4% | -1.5% |
| YTD | +26.4% | +34.3% | -7.9% | -4.4% |
| 1Y | +25.1% | +52.9% | -27.8% | -16.4% |
| 3Y | +59.7% | +132.2% | -72.5% | -29.0% |
| 5Y | -63.8% | +101.9% | -165.7% | -81.0% |
| All | +566.1% | +300.1% | +265.9% | +105.3% |
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