+42.1%
DLR vs TD
+123.1%
-81.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +3.7% |
| 30D | -1.2% | -1.6% | +0.4% | -0.5% |
| 3M | +2.9% | +4.6% | -1.7% | +0.9% |
| 6M | +6.7% | +26.8% | -20.1% | -3.0% |
| YTD | +23.9% | +28.3% | -4.5% | +11.9% |
| 1Y | +18.6% | +60.4% | -41.8% | -1.8% |
| 3Y | +59.7% | +125.7% | -66.0% | +14.0% |
| 5Y | +42.1% | +122.4% | -80.3% | +14.3% |
| All | +42.1% | +123.1% | -81.0% | +14.3% |
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 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