+6,010.9%
DE vs TD
+7,806.2%
-1,795.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.2% |
| 30D | +9.6% | -0.7% | +10.3% | +9.9% |
| 3M | +19.0% | +6.3% | +12.7% | +14.8% |
| 6M | +16.1% | +27.9% | -11.9% | +1.2% |
| YTD | +47.0% | +29.8% | +17.2% | +26.9% |
| 1Y | +43.1% | +63.7% | -20.5% | +8.4% |
| 3Y | +77.5% | +128.3% | -50.8% | +10.8% |
| 5Y | +96.4% | +125.5% | -29.2% | +22.9% |
| 10Y | +852.9% | +296.7% | +556.2% | +342.7% |
| All | +6,010.9% | +7,806.2% | -1,795.3% | +1,051.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling