+163.1%
ET vs TD
+300.0%
-136.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +1.1% | +1.4% | +1.8% |
| 30D | -2.5% | +5.2% | -7.7% | -5.9% |
| 3M | -4.9% | +1.2% | -6.1% | -6.2% |
| 6M | -0.1% | +17.7% | -17.8% | -11.4% |
| YTD | +26.2% | +34.2% | -8.0% | +1.6% |
| 1Y | +25.2% | +55.4% | -30.3% | -9.3% |
| 3Y | +84.2% | +130.4% | -46.2% | -1.7% |
| 5Y | +216.1% | +101.8% | +114.3% | +83.0% |
| All | +163.1% | +300.0% | -136.9% | -15.5% |
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 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