+7,930.8%
TD vs EL
+1,231.9%
+6,698.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -2.1% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +0.4% | +19.8% | -19.4% | -4.7% |
| 3M | +7.6% | +25.7% | -18.1% | +0.7% |
| 6M | +25.0% | +5.4% | +19.5% | +21.2% |
| YTD | +31.0% | +0.2% | +30.8% | +27.4% |
| 1Y | +65.2% | +20.4% | +44.7% | +52.0% |
| 3Y | +122.5% | -32.1% | +154.6% | +125.5% |
| 5Y | +124.8% | -67.2% | +192.0% | +173.8% |
| 10Y | +298.2% | +31.7% | +266.5% | +215.6% |
| All | +7,930.8% | +1,231.9% | +6,698.9% | +3,191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling