+4.8%
EFX vs TD
+132.8%
-128.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +25.1% | +5.2% | +19.9% | +22.2% |
| 3M | +1.7% | +1.2% | +0.4% | +0.8% |
| 6M | +18.4% | +17.7% | +0.6% | +7.7% |
| YTD | -12.5% | +34.2% | -46.7% | -25.9% |
| 1Y | -8.1% | +55.4% | -63.5% | -28.1% |
| 3Y | +4.8% | +130.4% | -125.6% | -34.5% |
| All | +4.8% | +132.8% | -128.1% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling