+126.9%
TD vs DGX
+66.8%
+60.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -1.9% | -1.2% | -0.7% | -1.7% |
| 3M | +4.8% | +15.8% | -11.0% | +2.2% |
| 6M | +28.0% | +18.2% | +9.8% | +24.3% |
| YTD | +30.3% | +37.2% | -6.9% | +22.9% |
| 1Y | +59.8% | +30.4% | +29.4% | +51.9% |
| 3Y | +124.7% | +96.7% | +28.0% | +93.5% |
| All | +126.9% | +66.8% | +60.1% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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