+125.5%
TD vs DAR
-8.5%
+134.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.4% |
| 7D | +0.9% | -0.9% | +1.7% | +1.0% |
| 30D | -0.7% | +13.0% | -13.6% | -2.8% |
| 3M | +6.3% | +15.0% | -8.7% | +3.5% |
| 6M | +27.9% | +26.8% | +1.1% | +22.1% |
| YTD | +29.8% | +86.4% | -56.6% | +15.5% |
| 1Y | +63.7% | +115.1% | -51.4% | +41.2% |
| 3Y | +128.3% | +14.6% | +113.7% | +119.3% |
| 5Y | +125.5% | -8.8% | +134.3% | +122.8% |
| All | +125.5% | -8.5% | +134.0% | +122.8% |
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