+1,508.1%
EXC vs TD
+7,879.0%
-6,370.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -3.7% | +0.4% | -4.1% | -3.9% |
| 3M | -1.3% | +7.6% | -8.9% | -3.7% |
| 6M | -9.7% | +25.0% | -34.7% | -16.1% |
| YTD | +2.9% | +31.0% | -28.1% | -5.9% |
| 1Y | +4.4% | +65.2% | -60.8% | -11.3% |
| 3Y | +22.2% | +122.5% | -100.3% | -6.4% |
| 5Y | +46.7% | +124.8% | -78.1% | +11.0% |
| 10Y | +155.3% | +298.2% | -142.9% | +61.0% |
| All | +1,508.1% | +7,879.0% | -6,370.9% | +516.6% |
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 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