+128.1%
DAL vs TD
+311.5%
-183.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +3.8% |
| 7D | +10.0% | -0.6% | +10.7% | +10.9% |
| 30D | +12.0% | +7.9% | +4.1% | +3.9% |
| 3M | +0.8% | +3.1% | -2.3% | -2.4% |
| 6M | +26.2% | +17.2% | +9.0% | +7.1% |
| YTD | +33.7% | +34.7% | -1.1% | -1.2% |
| 1Y | +57.6% | +56.9% | +0.7% | -0.1% |
| 3Y | +183.5% | +134.7% | +48.7% | +16.3% |
| 5Y | +114.2% | +104.8% | +9.4% | +1.2% |
| 10Y | +128.1% | +305.8% | -177.7% | -47.7% |
| All | +128.1% | +311.5% | -183.3% | -47.7% |
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