+303.8%
TD vs EXEL
+375.2%
-71.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -0.5% | -4.9% | +4.4% | 0.0% |
| 30D | -1.9% | +11.4% | -13.3% | -3.0% |
| 3M | +4.8% | +4.9% | -0.1% | +4.1% |
| 6M | +28.0% | +34.4% | -6.4% | +23.7% |
| YTD | +30.3% | +28.0% | +2.3% | +26.4% |
| 1Y | +59.8% | +43.6% | +16.1% | +52.7% |
| 3Y | +124.7% | +155.2% | -30.5% | +99.0% |
| 5Y | +127.0% | +181.2% | -54.2% | +96.6% |
| All | +303.8% | +375.2% | -71.4% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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