+160.8%
EXC vs TD
+295.5%
-134.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.1% |
| 7D | +0.3% | -1.9% | +2.3% | +1.2% |
| 30D | -0.9% | -1.6% | +0.7% | -0.2% |
| 3M | -2.7% | +4.6% | -7.3% | -5.0% |
| 6M | -9.4% | +26.8% | -36.2% | -19.2% |
| YTD | +3.0% | +28.3% | -25.3% | -9.0% |
| 1Y | +5.1% | +60.4% | -55.3% | -16.6% |
| 3Y | +20.6% | +125.7% | -105.1% | -20.6% |
| 5Y | +45.7% | +122.4% | -76.6% | -6.0% |
| 10Y | +160.8% | +297.1% | -136.3% | +8.9% |
| All | +160.8% | +295.5% | -134.7% | +8.9% |
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