+290.1%
ETR vs TD
+306.3%
-16.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -1.8% | -1.9% | +0.1% | -1.1% |
| 3M | -3.6% | +4.8% | -8.3% | -5.6% |
| 6M | +2.6% | +28.0% | -25.4% | -7.7% |
| YTD | +16.0% | +30.3% | -14.3% | +3.4% |
| 1Y | +20.1% | +59.8% | -39.6% | -2.0% |
| 3Y | +143.6% | +124.7% | +18.9% | +69.4% |
| 5Y | +124.4% | +127.0% | -2.6% | +52.1% |
| All | +290.1% | +306.3% | -16.2% | +85.2% |
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