+25.3%
DG vs TD
+64.8%
-39.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.9% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | +4.9% | +0.4% | +4.5% | +4.7% |
| 3M | +29.3% | +7.6% | +21.7% | +24.2% |
| 6M | -11.3% | +25.0% | -36.3% | -21.6% |
| YTD | +1.8% | +31.0% | -29.3% | -12.6% |
| 1Y | +25.3% | +65.2% | -39.8% | +5.4% |
| All | +25.3% | +64.8% | -39.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling