+115.6%
DT vs TD
+174.0%
-58.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -2.5% | -2.6% | 0.0% | -1.2% |
| 30D | +3.5% | -1.0% | +4.6% | +4.0% |
| 3M | +26.7% | +5.6% | +21.1% | +22.7% |
| 6M | +36.1% | +27.1% | +9.0% | +18.7% |
| YTD | +18.6% | +29.4% | -10.8% | +2.1% |
| 1Y | +7.9% | +60.7% | -52.8% | -18.0% |
| 3Y | +8.6% | +127.6% | -119.0% | -33.6% |
| 5Y | -26.7% | +125.4% | -152.1% | -55.3% |
| All | +115.6% | +174.0% | -58.4% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling