+303.6%
TD vs DAR
+290.1%
+13.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.7% | -0.8% |
| 7D | -3.1% | +3.6% | -6.7% | -3.9% |
| 30D | +6.7% | -11.3% | +18.0% | +9.5% |
| 3M | +3.1% | -13.1% | +16.2% | +6.0% |
| 6M | +17.6% | -15.1% | +32.7% | +21.1% |
| YTD | +34.8% | +50.5% | -15.7% | +20.1% |
| 1Y | +55.6% | +57.9% | -2.3% | +36.7% |
| 3Y | +133.1% | +28.9% | +104.2% | +106.3% |
| 5Y | +104.7% | -31.4% | +136.1% | +109.5% |
| 10Y | +303.6% | +301.0% | +2.5% | +130.4% |
| All | +303.6% | +290.1% | +13.5% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling