+173.8%
ET vs TD
+306.3%
-132.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | +0.2% | -0.5% | +0.8% | +0.6% |
| 30D | +2.9% | -1.9% | +4.8% | +4.0% |
| 3M | +16.8% | +4.8% | +12.0% | +12.6% |
| 6M | +18.9% | +28.0% | -9.1% | -0.5% |
| YTD | +37.7% | +30.3% | +7.4% | +13.4% |
| 1Y | +32.4% | +59.8% | -27.3% | -5.7% |
| 3Y | +99.5% | +124.7% | -25.2% | +8.3% |
| 5Y | +244.0% | +127.0% | +117.0% | +80.6% |
| All | +173.8% | +306.3% | -132.5% | -10.1% |
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