+122.4%
TD vs EAT
+310.8%
-188.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -1.9% | -6.8% | +4.9% | -1.1% |
| 30D | -1.6% | -5.4% | +3.8% | -1.1% |
| 3M | +4.6% | +42.8% | -38.1% | -0.2% |
| 6M | +26.8% | +56.5% | -29.7% | +19.1% |
| YTD | +28.3% | +50.0% | -21.7% | +20.9% |
| 1Y | +60.4% | +38.3% | +22.2% | +52.2% |
| 3Y | +125.7% | +591.6% | -465.9% | +60.8% |
| 5Y | +122.4% | +312.6% | -190.3% | +63.1% |
| All | +122.4% | +310.8% | -188.5% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling