+303.8%
TD vs EL
+26.1%
+277.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.5% | -6.5% | +5.9% | +0.9% |
| 30D | -1.9% | +11.1% | -13.0% | -4.6% |
| 3M | +4.8% | +10.7% | -6.0% | +1.7% |
| 6M | +28.0% | +6.9% | +21.1% | +24.4% |
| YTD | +30.3% | -6.3% | +36.6% | +29.2% |
| 1Y | +59.8% | +13.5% | +46.3% | +50.4% |
| 3Y | +124.7% | -33.1% | +157.8% | +133.0% |
| 5Y | +127.0% | -68.8% | +195.7% | +197.6% |
| All | +303.8% | +26.1% | +277.7% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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