+39.1%
DLR vs TD
+103.6%
-64.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +5.0% | +0.6% | +4.5% | +4.8% |
| 30D | +3.0% | +5.0% | -2.0% | +1.0% |
| 3M | -6.3% | +1.1% | -7.4% | -6.7% |
| 6M | -4.8% | +16.5% | -21.2% | -10.7% |
| YTD | +21.0% | +34.3% | -13.3% | +7.0% |
| 1Y | +15.1% | +52.9% | -37.7% | -3.4% |
| 3Y | +56.0% | +132.2% | -76.2% | +8.9% |
| 5Y | +39.1% | +101.9% | -62.8% | +2.0% |
| All | +39.1% | +103.6% | -64.5% | +2.0% |
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