+122.4%
TD vs EL
-68.4%
+190.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.8% |
| 7D | -1.9% | -2.4% | +0.4% | -1.6% |
| 30D | -1.6% | +13.7% | -15.3% | -3.6% |
| 3M | +4.6% | +14.5% | -9.9% | +2.3% |
| 6M | +26.8% | +7.4% | +19.4% | +24.6% |
| YTD | +28.3% | -4.7% | +33.0% | +27.5% |
| 1Y | +60.4% | +12.9% | +47.5% | +54.8% |
| 3Y | +125.7% | -32.2% | +157.9% | +133.0% |
| 5Y | +122.4% | -68.4% | +190.7% | +174.5% |
| All | +122.4% | -68.4% | +190.7% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling