+179.3%
EXE vs TD
+152.6%
+26.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -1.8% | +0.9% | -2.6% | -2.2% |
| 30D | +6.4% | -0.7% | +7.0% | +6.6% |
| 3M | +9.2% | +6.3% | +3.0% | +5.2% |
| 6M | -7.0% | +27.9% | -34.9% | -19.7% |
| YTD | -9.5% | +29.8% | -39.3% | -22.9% |
| 1Y | +6.2% | +63.7% | -57.4% | -21.8% |
| 3Y | +20.7% | +128.3% | -107.6% | -30.8% |
| 5Y | +103.6% | +125.5% | -21.9% | +12.4% |
| All | +179.3% | +152.6% | +26.7% | +45.4% |
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