+7,930.8%
TD vs EAT
+4,860.6%
+3,070.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.4% | +1.9% | -1.5% | -0.2% |
| 3M | +7.6% | +68.7% | -61.0% | -2.6% |
| 6M | +25.0% | +66.9% | -41.9% | +12.5% |
| YTD | +31.0% | +60.4% | -29.4% | +18.4% |
| 1Y | +65.2% | +44.0% | +21.2% | +51.2% |
| 3Y | +122.5% | +604.7% | -482.2% | +44.9% |
| 5Y | +124.8% | +347.0% | -222.2% | +52.8% |
| 10Y | +298.2% | +390.8% | -92.5% | +130.4% |
| All | +7,930.8% | +4,860.6% | +3,070.3% | +2,518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling