+608.6%
DG vs TD
+646.7%
-38.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | +8.6% | +6.7% | +1.9% | +6.8% |
| 3M | +15.0% | +3.1% | +11.9% | +14.1% |
| 6M | +32.7% | +17.6% | +15.0% | +26.8% |
| YTD | +5.5% | +34.8% | -29.3% | -2.8% |
| 1Y | +34.6% | +55.6% | -21.0% | +19.5% |
| 3Y | +24.2% | +133.1% | -108.9% | -1.5% |
| 5Y | -32.3% | +104.7% | -136.9% | -44.9% |
| 10Y | +111.1% | +303.6% | -192.5% | +39.3% |
| All | +608.6% | +646.7% | -38.1% | +279.6% |
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