+5,960.1%
TD vs DGX
+8,631.6%
-2,671.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.2% |
| 7D | -2.6% | -3.5% | +0.9% | -1.9% |
| 30D | -1.0% | -2.7% | +1.7% | -0.5% |
| 3M | +5.6% | +13.9% | -8.3% | +2.6% |
| 6M | +27.1% | +16.0% | +11.1% | +22.9% |
| YTD | +29.4% | +34.9% | -5.5% | +21.0% |
| 1Y | +60.7% | +30.6% | +30.1% | +51.0% |
| 3Y | +127.6% | +93.0% | +34.6% | +95.4% |
| 5Y | +125.4% | +64.4% | +61.0% | +98.4% |
| 10Y | +300.4% | +248.1% | +52.3% | +196.0% |
| All | +5,960.1% | +8,631.6% | -2,671.5% | +2,939.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling