+1,705.1%
ED vs TD
+8,082.4%
-6,377.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +12.4% | +7.6% | +4.8% | +10.8% |
| 3M | +13.1% | +3.0% | +10.1% | +12.4% |
| 6M | +14.1% | +16.8% | -2.8% | +10.5% |
| YTD | +23.1% | +34.3% | -11.3% | +15.9% |
| 1Y | +25.4% | +56.0% | -30.5% | +14.7% |
| 3Y | +47.9% | +132.4% | -84.5% | +24.5% |
| 5Y | +81.9% | +103.7% | -21.8% | +56.1% |
| 10Y | +141.3% | +299.2% | -157.9% | +79.0% |
| All | +1,705.1% | +8,082.4% | -6,377.3% | +725.5% |
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 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