+303.8%
TD vs EFV
+169.9%
+133.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -1.9% | +0.6% | -2.5% | -2.5% |
| 3M | +4.8% | +7.5% | -2.8% | -2.0% |
| 6M | +28.0% | +13.0% | +15.0% | +14.2% |
| YTD | +30.3% | +18.3% | +12.0% | +11.3% |
| 1Y | +59.8% | +26.7% | +33.0% | +28.0% |
| 3Y | +124.7% | +89.6% | +35.1% | +21.0% |
| 5Y | +127.0% | +98.2% | +28.7% | +16.8% |
| All | +303.8% | +169.9% | +133.9% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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