-38.5%
DG vs TD
+123.1%
-161.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.3% |
| 7D | -4.8% | -1.9% | -2.9% | -4.4% |
| 30D | +1.8% | -1.6% | +3.4% | +2.1% |
| 3M | +14.5% | +4.6% | +9.9% | +12.8% |
| 6M | -13.6% | +26.8% | -40.4% | -19.2% |
| YTD | -4.8% | +28.3% | -33.2% | -11.4% |
| 1Y | +21.6% | +60.4% | -38.9% | +7.0% |
| 3Y | +4.5% | +125.7% | -121.2% | -16.3% |
| 5Y | -38.5% | +122.4% | -160.8% | -47.9% |
| All | -38.5% | +123.1% | -161.5% | -47.9% |
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 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