+104.7%
TD vs EXEL
+286.3%
-181.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -3.1% | -2.8% | -0.2% | -2.8% |
| 30D | +6.7% | +18.2% | -11.5% | +5.1% |
| 3M | +3.1% | +37.7% | -34.6% | +0.1% |
| 6M | +17.6% | +42.2% | -24.6% | +13.7% |
| YTD | +34.8% | +61.3% | -26.5% | +28.3% |
| 1Y | +55.6% | +64.5% | -8.9% | +47.7% |
| 3Y | +133.1% | +236.7% | -103.5% | +100.7% |
| 5Y | +104.7% | +296.3% | -191.6% | +72.6% |
| All | +104.7% | +286.3% | -181.7% | +72.6% |
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