+142.7%
ED vs TD
+301.7%
-159.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.9% | -3.1% | +2.1% | -0.2% |
| 30D | +11.2% | +6.7% | +4.5% | +9.4% |
| 3M | +11.8% | +3.1% | +8.7% | +10.8% |
| 6M | +14.1% | +17.6% | -3.5% | +9.2% |
| YTD | +23.0% | +34.8% | -11.8% | +13.4% |
| 1Y | +23.7% | +55.6% | -32.0% | +9.7% |
| 3Y | +47.7% | +133.1% | -85.4% | +16.5% |
| 5Y | +82.6% | +104.7% | -22.0% | +47.8% |
| All | +142.7% | +301.7% | -159.0% | +42.6% |
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