+67.3%
ED vs TD
+123.1%
-55.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.2% | -1.9% | +1.8% | +0.2% |
| 30D | +1.9% | -1.6% | +3.6% | +2.2% |
| 3M | +1.9% | +4.6% | -2.8% | +0.8% |
| 6M | -2.3% | +26.8% | -29.1% | -6.8% |
| YTD | +10.9% | +28.3% | -17.4% | +5.3% |
| 1Y | +14.5% | +60.4% | -45.9% | +3.4% |
| 3Y | +33.4% | +125.7% | -92.3% | +10.5% |
| 5Y | +67.3% | +122.4% | -55.1% | +47.5% |
| All | +67.3% | +123.1% | -55.8% | +47.5% |
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