+122.4%
TD vs EXEL
+194.6%
-72.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -1.6% | +10.1% | -11.7% | -2.5% |
| 3M | +4.6% | +10.1% | -5.5% | +3.6% |
| 6M | +26.8% | +37.7% | -10.9% | +22.7% |
| YTD | +28.3% | +33.1% | -4.8% | +24.4% |
| 1Y | +60.4% | +52.4% | +8.1% | +53.1% |
| 3Y | +125.7% | +163.8% | -38.1% | +99.8% |
| 5Y | +122.4% | +198.5% | -76.2% | +87.0% |
| All | +122.4% | +194.6% | -72.2% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling