+245.3%
ET vs TD
+123.1%
+122.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | +0.6% | -1.9% | +2.6% | +1.5% |
| 30D | +5.3% | -1.6% | +6.9% | +5.9% |
| 3M | +15.6% | +4.6% | +11.0% | +12.9% |
| 6M | +20.6% | +26.8% | -6.2% | +7.2% |
| YTD | +38.5% | +28.3% | +10.2% | +22.2% |
| 1Y | +35.7% | +60.4% | -24.7% | +6.5% |
| 3Y | +98.4% | +125.7% | -27.4% | +26.7% |
| 5Y | +245.3% | +122.4% | +122.9% | +98.1% |
| All | +245.3% | +123.1% | +122.2% | +98.1% |
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 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