+19.0%
DLR vs TD
+64.8%
-45.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | -3.4% | +0.4% | -3.8% | -3.6% |
| 3M | +0.5% | +7.6% | -7.1% | -3.9% |
| 6M | +4.6% | +25.0% | -20.4% | -7.5% |
| YTD | +23.4% | +31.0% | -7.6% | +6.3% |
| 1Y | +19.0% | +65.2% | -46.2% | -12.1% |
| All | +19.0% | +64.8% | -45.8% | -12.1% |
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