+1,523.7%
ED vs TD
+7,879.0%
-6,355.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -0.1% | +0.4% | -0.5% | -0.2% |
| 3M | +3.9% | +7.6% | -3.7% | +2.3% |
| 6M | -3.0% | +25.0% | -28.0% | -7.3% |
| YTD | +10.7% | +31.0% | -20.3% | +4.8% |
| 1Y | +13.3% | +65.2% | -51.8% | +2.5% |
| 3Y | +34.5% | +122.5% | -88.0% | +14.3% |
| 5Y | +67.1% | +124.8% | -57.7% | +40.8% |
| 10Y | +103.0% | +298.2% | -195.2% | +50.9% |
| All | +1,523.7% | +7,879.0% | -6,355.3% | +646.5% |
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