+44.7%
DG vs TD
+61.0%
-16.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.8% | +5.7% | +7.4% |
| 7D | +12.3% | +1.4% | +10.9% | +11.6% |
| 30D | +19.3% | +10.2% | +9.1% | +14.9% |
| 3M | +11.9% | +8.1% | +3.7% | +8.3% |
| 6M | +25.0% | +22.3% | +2.7% | +11.0% |
| YTD | +8.7% | +39.0% | -30.3% | -12.9% |
| 1Y | +44.7% | +62.6% | -17.9% | -12.5% |
| All | +44.7% | +61.0% | -16.4% | -12.5% |
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 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