+8,613.0%
DRI vs TD
+7,879.0%
+734.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +3.8% | +0.4% | +3.4% | +3.6% |
| 3M | +13.0% | +7.6% | +5.4% | +8.8% |
| 6M | +8.3% | +25.0% | -16.7% | -3.0% |
| YTD | +20.6% | +31.0% | -10.4% | +5.6% |
| 1Y | +6.5% | +65.2% | -58.7% | -16.6% |
| 3Y | +53.7% | +122.5% | -68.8% | +3.2% |
| 5Y | +72.7% | +124.8% | -52.1% | +14.4% |
| 10Y | +363.2% | +298.2% | +64.9% | +144.6% |
| All | +8,613.0% | +7,879.0% | +734.0% | +1,909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling