+8,128.2%
TD vs EL
+1,333.1%
+6,795.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | +1.1% | +1.5% | -0.4% | +0.7% |
| 30D | +5.2% | +10.0% | -4.8% | +2.6% |
| 3M | +1.2% | +28.4% | -27.2% | -5.9% |
| 6M | +17.7% | +37.1% | -19.3% | +7.1% |
| YTD | +34.2% | +7.8% | +26.4% | +27.7% |
| 1Y | +55.4% | +26.0% | +29.4% | +41.7% |
| 3Y | +130.4% | +3.8% | +126.6% | +108.0% |
| 5Y | +101.8% | -65.2% | +167.0% | +142.2% |
| 10Y | +301.9% | +62.1% | +239.7% | +200.5% |
| All | +8,128.2% | +1,333.1% | +6,795.1% | +3,201.2% |
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