+1,577.8%
EXC vs TD
+8,082.4%
-6,504.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +9.0% | +7.6% | +1.4% | +6.5% |
| 3M | +3.3% | +3.0% | +0.3% | +2.2% |
| 6M | +5.7% | +16.8% | -11.2% | +0.3% |
| YTD | +7.3% | +34.3% | -27.0% | -2.7% |
| 1Y | +2.9% | +56.0% | -53.0% | -11.0% |
| 3Y | +29.3% | +132.4% | -103.0% | -2.3% |
| 5Y | +40.1% | +103.7% | -63.6% | +9.3% |
| 10Y | +197.7% | +299.2% | -101.5% | +87.2% |
| All | +1,577.8% | +8,082.4% | -6,504.7% | +537.7% |
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 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