+39.7%
EFX vs TD
+306.3%
-266.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -6.1% | -1.9% | -4.2% | -5.3% |
| 3M | +6.2% | +4.8% | +1.5% | +2.9% |
| 6M | -11.2% | +28.0% | -39.2% | -23.3% |
| YTD | -21.4% | +30.3% | -51.7% | -32.8% |
| 1Y | -34.3% | +59.8% | -94.1% | -50.0% |
| 3Y | -12.5% | +124.7% | -137.2% | -45.4% |
| 5Y | -35.6% | +127.0% | -162.5% | -60.1% |
| All | +39.7% | +306.3% | -266.6% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling