+195.6%
EQT vs TD
+124.1%
+71.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -1.2% | -2.6% | +1.4% | +0.3% |
| 30D | +1.1% | -1.0% | +2.1% | +1.5% |
| 3M | +4.8% | +5.6% | -0.8% | +0.9% |
| 6M | -10.6% | +27.1% | -37.7% | -23.7% |
| YTD | +3.4% | +29.4% | -26.0% | -13.3% |
| 1Y | +8.7% | +60.7% | -52.0% | -21.7% |
| 3Y | +35.0% | +127.6% | -92.7% | -27.6% |
| All | +195.6% | +124.1% | +71.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling