+41.4%
EXC vs TD
+105.4%
-64.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +9.3% | +7.9% | +1.4% | +7.4% |
| 3M | +1.0% | +3.1% | -2.1% | +0.2% |
| 6M | +5.9% | +17.2% | -11.3% | +1.6% |
| YTD | +7.6% | +34.7% | -27.1% | -0.7% |
| 1Y | +2.4% | +56.9% | -54.5% | -9.6% |
| 3Y | +30.2% | +134.7% | -104.5% | +0.9% |
| 5Y | +41.4% | +104.8% | -63.4% | +12.2% |
| All | +41.4% | +105.4% | -64.0% | +12.2% |
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