+294.4%
TD vs EAT
+320.8%
-26.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.1% | -4.0% | +5.1% | +1.7% |
| 30D | +5.2% | -2.9% | +8.1% | +5.5% |
| 3M | +1.2% | -16.9% | +18.1% | +3.7% |
| 6M | +17.7% | +57.0% | -39.2% | +8.7% |
| YTD | +34.2% | +38.2% | -4.0% | +25.5% |
| 1Y | +55.4% | +69.3% | -13.9% | +40.4% |
| 3Y | +130.4% | +483.0% | -352.6% | +62.2% |
| 5Y | +101.8% | +364.1% | -262.3% | +42.1% |
| All | +294.4% | +320.8% | -26.4% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling