+82.8%
DRI vs TD
+101.4%
-18.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.1% | +1.1% | -0.1% | +0.6% |
| 30D | +9.7% | +5.2% | +4.5% | +7.4% |
| 3M | +3.2% | +1.2% | +2.0% | +2.5% |
| 6M | +20.6% | +17.7% | +2.8% | +11.8% |
| YTD | +28.3% | +34.2% | -6.0% | +12.0% |
| 1Y | +34.5% | +55.4% | -20.9% | +9.9% |
| 3Y | +66.5% | +130.4% | -63.9% | +11.9% |
| All | +82.8% | +101.4% | -18.6% | +29.0% |
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