+95.6%
DG vs TD
+303.5%
-207.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -6.3% | -2.6% | -3.7% | -5.7% |
| 30D | +2.4% | -1.0% | +3.4% | +2.6% |
| 3M | +12.4% | +5.6% | +6.8% | +10.6% |
| 6M | -14.9% | +27.1% | -42.0% | -20.2% |
| YTD | -6.1% | +29.4% | -35.5% | -12.3% |
| 1Y | +17.9% | +60.7% | -42.8% | +4.3% |
| 3Y | +3.1% | +127.6% | -124.5% | -16.9% |
| 5Y | -38.7% | +125.4% | -164.1% | -50.8% |
| All | +95.6% | +303.5% | -207.9% | +29.9% |
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