-23.1%
EXE vs TD
+52.8%
-75.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +5.3% | +1.1% | +4.2% | +5.5% |
| 30D | -2.2% | +5.2% | -7.4% | -1.2% |
| 3M | -5.9% | +1.2% | -7.1% | -5.7% |
| 6M | -5.7% | +17.7% | -23.5% | -1.5% |
| YTD | -17.8% | +34.2% | -52.1% | -11.0% |
| 1Y | -23.1% | +55.4% | -78.6% | -17.9% |
| All | -23.1% | +52.8% | -75.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling