+99.6%
DE vs TD
+125.7%
-26.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -2.6% | -0.5% | -2.0% | -2.3% |
| 30D | +9.0% | -1.9% | +10.9% | +10.1% |
| 3M | +19.1% | +4.8% | +14.4% | +15.7% |
| 6M | +14.4% | +28.0% | -13.6% | -1.1% |
| YTD | +45.9% | +30.3% | +15.6% | +24.6% |
| 1Y | +43.6% | +59.8% | -16.2% | +8.1% |
| 3Y | +75.9% | +124.7% | -48.8% | +4.8% |
| All | +99.6% | +125.7% | -26.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling