+2,698.6%
ETR vs TD
+7,879.0%
-5,180.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | -1.3% | +7.6% | -8.9% | -3.2% |
| 6M | +1.9% | +25.0% | -23.1% | -4.0% |
| YTD | +18.2% | +31.0% | -12.8% | +9.8% |
| 1Y | +24.7% | +65.2% | -40.5% | +9.1% |
| 3Y | +150.7% | +122.5% | +28.2% | +101.7% |
| 5Y | +127.0% | +124.8% | +2.2% | +81.0% |
| 10Y | +295.5% | +298.2% | -2.8% | +171.1% |
| All | +2,698.6% | +7,879.0% | -5,180.4% | +1,185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling