+34.5%
DRI vs TD
+52.8%
-18.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.1% | +1.1% | -0.1% | +0.8% |
| 30D | +9.7% | +5.2% | +4.5% | +8.6% |
| 3M | +3.2% | +1.2% | +2.0% | +3.0% |
| 6M | +20.6% | +17.7% | +2.8% | +14.9% |
| YTD | +28.3% | +34.2% | -6.0% | +17.8% |
| 1Y | +34.5% | +55.4% | -20.9% | +20.1% |
| All | +34.5% | +52.8% | -18.3% | +20.1% |
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