+1,099.4%
TD vs EFV
+256.4%
+843.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.1% |
| 30D | -0.7% | +0.2% | -0.8% | -0.8% |
| 3M | +6.3% | +9.6% | -3.4% | -1.4% |
| 6M | +27.9% | +14.0% | +13.9% | +14.9% |
| YTD | +29.8% | +18.5% | +11.4% | +13.0% |
| 1Y | +63.7% | +27.9% | +35.8% | +33.8% |
| 3Y | +128.3% | +92.4% | +35.9% | +32.8% |
| 5Y | +125.5% | +97.2% | +28.4% | +28.7% |
| 10Y | +296.7% | +163.0% | +133.7% | +80.9% |
| All | +1,099.4% | +256.4% | +843.1% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling