+181.2%
DLR vs TD
+300.0%
-118.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | +4.6% | +5.2% | -0.6% | +2.5% |
| 3M | -8.3% | +1.2% | -9.5% | -8.7% |
| 6M | -5.6% | +17.7% | -23.4% | -11.7% |
| YTD | +18.7% | +34.2% | -15.5% | +5.3% |
| 1Y | +17.1% | +55.4% | -38.3% | -2.1% |
| 3Y | +54.4% | +130.4% | -76.0% | +8.9% |
| 5Y | +36.5% | +101.8% | -65.3% | +0.7% |
| All | +181.2% | +300.0% | -118.8% | +33.7% |
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