+104.9%
EXE vs TD
+120.6%
-15.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | -0.4% | -1.6% | +1.2% | +0.3% |
| 3M | +9.5% | +4.6% | +4.9% | +6.3% |
| 6M | -9.3% | +26.8% | -36.2% | -21.2% |
| YTD | -10.9% | +28.3% | -39.2% | -23.4% |
| 1Y | +4.3% | +60.4% | -56.2% | -22.0% |
| 3Y | +18.8% | +125.7% | -106.9% | -31.1% |
| All | +104.9% | +120.6% | -15.7% | -1.1% |
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