+851.5%
DE vs TD
+306.3%
+545.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -2.6% | -0.5% | -2.0% | -2.2% |
| 30D | +9.0% | -1.9% | +10.9% | +10.2% |
| 3M | +19.1% | +4.8% | +14.4% | +15.0% |
| 6M | +14.4% | +28.0% | -13.6% | -3.9% |
| YTD | +45.9% | +30.3% | +15.6% | +20.7% |
| 1Y | +43.6% | +59.8% | -16.2% | +2.4% |
| 3Y | +75.9% | +124.7% | -48.8% | -3.6% |
| 5Y | +98.8% | +127.0% | -28.2% | +6.4% |
| All | +851.5% | +306.3% | +545.2% | +253.0% |
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