+387.6%
EFA vs TD
+2,215.1%
-1,827.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -0.5% | -1.9% | +1.5% | +0.7% |
| 30D | -1.3% | -1.6% | +0.3% | -0.5% |
| 3M | +5.2% | +4.6% | +0.6% | +2.1% |
| 6M | +9.4% | +26.8% | -17.5% | -5.3% |
| YTD | +12.7% | +28.3% | -15.6% | -3.1% |
| 1Y | +19.3% | +60.4% | -41.2% | -10.3% |
| 3Y | +66.3% | +125.7% | -59.4% | +0.3% |
| 5Y | +53.4% | +122.4% | -69.0% | -7.8% |
| 10Y | +144.4% | +297.1% | -152.6% | -0.4% |
| All | +387.6% | +2,215.1% | -1,827.5% | -20.2% |
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