+192.2%
EWT vs TD
+125.8%
+66.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -3.0% |
| 7D | -1.1% | -2.6% | +1.5% | +0.2% |
| 30D | +4.8% | -1.0% | +5.8% | +5.2% |
| 3M | +11.1% | +5.6% | +5.5% | +8.0% |
| 6M | +54.6% | +27.1% | +27.5% | +37.0% |
| YTD | +71.4% | +29.4% | +42.0% | +50.6% |
| 1Y | +82.1% | +60.7% | +21.4% | +45.4% |
| All | +192.2% | +125.8% | +66.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling