+104.8%
TD vs DAR
-37.0%
+141.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.8% |
| 7D | -0.6% | -2.8% | +2.1% | -0.2% |
| 30D | +7.9% | -12.8% | +20.8% | +10.2% |
| 3M | +3.1% | -11.6% | +14.7% | +4.8% |
| 6M | +17.2% | -16.8% | +34.0% | +20.0% |
| YTD | +34.7% | +45.9% | -11.2% | +24.6% |
| 1Y | +56.9% | +61.5% | -4.6% | +42.2% |
| 3Y | +134.7% | +23.0% | +111.8% | +117.7% |
| 5Y | +104.8% | -35.8% | +140.6% | +127.8% |
| All | +104.8% | -37.0% | +141.8% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling