+123.2%
TD vs DTE
+45.3%
+77.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.6% | -2.0% | -0.6% | -2.1% |
| 30D | -1.0% | -2.4% | +1.4% | -0.4% |
| 3M | +5.6% | -7.3% | +12.9% | +7.4% |
| 6M | +27.1% | -7.6% | +34.7% | +29.2% |
| YTD | +29.4% | +5.8% | +23.6% | +27.0% |
| 1Y | +60.7% | +2.3% | +58.3% | +59.0% |
| All | +123.2% | +45.3% | +77.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling