+66.6%
DRI vs TD
+123.1%
-56.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -3.9% | -1.6% | -2.3% | -3.3% |
| 3M | +5.1% | +4.6% | +0.5% | +2.7% |
| 6M | +5.5% | +26.8% | -21.3% | -5.4% |
| YTD | +16.5% | +28.3% | -11.9% | +3.7% |
| 1Y | +2.0% | +60.4% | -58.5% | -18.2% |
| 3Y | +54.5% | +125.7% | -71.2% | +4.0% |
| 5Y | +66.6% | +122.4% | -55.8% | +5.1% |
| All | +66.6% | +123.1% | -56.5% | +5.1% |
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 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