-29.4%
EW vs TD
+123.1%
-152.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -5.1% | -1.9% | -3.2% | -4.5% |
| 30D | -6.4% | -1.6% | -4.8% | -5.9% |
| 3M | -1.6% | +4.6% | -6.2% | -3.5% |
| 6M | +2.3% | +26.8% | -24.5% | -6.7% |
| YTD | +1.1% | +28.3% | -27.2% | -8.3% |
| 1Y | +8.0% | +60.4% | -52.5% | -9.9% |
| 3Y | +16.3% | +125.7% | -109.4% | -16.6% |
| 5Y | -29.4% | +122.4% | -151.8% | -46.6% |
| All | -29.4% | +123.1% | -152.5% | -46.6% |
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