+303.8%
TD vs EAT
+374.9%
-71.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -0.5% | -7.7% | +7.2% | +0.7% |
| 30D | -1.9% | -13.6% | +11.7% | +0.2% |
| 3M | +4.8% | +33.9% | -29.1% | -0.3% |
| 6M | +28.0% | +47.2% | -19.2% | +19.3% |
| YTD | +30.3% | +48.1% | -17.8% | +21.0% |
| 1Y | +59.8% | +33.7% | +26.1% | +50.0% |
| 3Y | +124.7% | +595.8% | -471.1% | +54.2% |
| 5Y | +127.0% | +314.4% | -187.4% | +63.5% |
| All | +303.8% | +374.9% | -71.1% | +148.3% |
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