+171.8%
DLR vs TD
+303.5%
-131.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.3% |
| 30D | -2.9% | -1.0% | -1.8% | -2.5% |
| 3M | +3.2% | +5.6% | -2.4% | +0.8% |
| 6M | +3.9% | +27.1% | -23.2% | -5.8% |
| YTD | +21.4% | +29.4% | -8.0% | +9.1% |
| 1Y | +9.7% | +60.7% | -51.0% | -9.7% |
| 3Y | +56.5% | +127.6% | -71.1% | +10.6% |
| 5Y | +41.5% | +125.4% | -83.9% | -0.5% |
| All | +171.8% | +303.5% | -131.8% | +29.3% |
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