+1,578.4%
EFX vs TD
+7,806.2%
-6,227.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -7.8% | +0.9% | -8.7% | -8.1% |
| 30D | -5.7% | -0.7% | -5.1% | -5.6% |
| 3M | +2.5% | +6.3% | -3.7% | -0.7% |
| 6M | -16.7% | +27.9% | -44.6% | -25.7% |
| YTD | -20.2% | +29.8% | -50.0% | -29.3% |
| 1Y | -31.4% | +63.7% | -95.0% | -45.2% |
| 3Y | -10.5% | +128.3% | -138.8% | -38.5% |
| 5Y | -35.2% | +125.5% | -160.7% | -55.3% |
| 10Y | +40.2% | +296.7% | -256.5% | -25.3% |
| All | +1,578.4% | +7,806.2% | -6,227.8% | +214.4% |
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