+77.3%
EXE vs TD
+103.6%
-26.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | -4.3% | +5.0% | -9.3% | -6.6% |
| 3M | -7.7% | +1.1% | -8.8% | -8.4% |
| 6M | -7.2% | +16.5% | -23.7% | -14.9% |
| YTD | -18.5% | +34.3% | -52.8% | -31.3% |
| 1Y | -24.4% | +52.9% | -77.2% | -41.1% |
| 3Y | +21.6% | +132.2% | -110.6% | -29.1% |
| 5Y | +77.3% | +101.9% | -24.5% | +3.6% |
| All | +77.3% | +103.6% | -26.3% | +3.6% |
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 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