-25.6%
EFX vs TD
+64.8%
-90.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -6.0% |
| 7D | -8.6% | +0.3% | -9.0% | -8.6% |
| 30D | +0.1% | +0.4% | -0.3% | -0.1% |
| 3M | +3.8% | +7.6% | -3.8% | -0.6% |
| 6M | -13.5% | +25.0% | -38.5% | -25.0% |
| YTD | -17.7% | +31.0% | -48.7% | -30.4% |
| 1Y | -25.6% | +65.2% | -90.8% | -49.8% |
| All | -25.6% | +64.8% | -90.4% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling