+7,887.2%
TD vs DTE
+1,922.1%
+5,965.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -0.5% | -2.6% | +2.0% | +0.5% |
| 30D | -1.9% | -4.4% | +2.5% | -0.1% |
| 3M | +4.8% | -8.3% | +13.1% | +8.4% |
| 6M | +28.0% | -8.1% | +36.1% | +32.0% |
| YTD | +30.3% | +4.4% | +25.9% | +27.2% |
| 1Y | +59.8% | +0.2% | +59.6% | +58.5% |
| 3Y | +124.7% | +42.6% | +82.1% | +89.4% |
| 5Y | +127.0% | +31.5% | +95.5% | +96.0% |
| 10Y | +303.2% | +138.2% | +165.0% | +164.7% |
| All | +7,887.2% | +1,922.1% | +5,965.2% | +2,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling