+104.0%
TD vs EAT
+349.7%
-245.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.2% |
| 7D | -0.7% | -5.9% | +5.2% | 0.0% |
| 30D | +7.6% | +0.7% | +7.0% | +7.4% |
| 3M | +3.0% | -14.2% | +17.3% | +4.5% |
| 6M | +16.8% | +40.7% | -23.9% | +11.1% |
| YTD | +34.3% | +36.0% | -1.6% | +27.6% |
| 1Y | +56.0% | +83.1% | -27.1% | +42.1% |
| 3Y | +132.4% | +474.8% | -342.5% | +68.1% |
| All | +104.0% | +349.7% | -245.7% | +53.7% |
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