+151.1%
ETR vs TD
+101.4%
+49.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | +1.1% | 0.0% | +0.8% |
| 30D | +7.0% | +5.2% | +1.8% | +5.3% |
| 3M | +4.6% | +1.2% | +3.4% | +4.1% |
| 6M | +0.1% | +17.7% | -17.6% | -5.1% |
| YTD | +23.2% | +34.2% | -11.0% | +11.6% |
| 1Y | +20.6% | +55.4% | -34.8% | +3.9% |
| 3Y | +156.3% | +130.4% | +25.9% | +90.7% |
| All | +151.1% | +101.4% | +49.8% | +91.3% |
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