+2,759.4%
TD vs EXEL
+341.7%
+2,417.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.6% | +1.6% | -1.1% | +0.4% |
| 30D | +5.0% | +17.4% | -12.4% | +3.2% |
| 3M | +1.1% | +38.6% | -37.5% | -2.4% |
| 6M | +16.5% | +41.2% | -24.8% | +12.0% |
| YTD | +34.3% | +59.3% | -25.1% | +27.2% |
| 1Y | +52.9% | +60.2% | -7.4% | +44.7% |
| 3Y | +132.2% | +232.6% | -100.4% | +100.7% |
| 5Y | +101.9% | +285.9% | -184.0% | +70.0% |
| 10Y | +302.0% | +325.9% | -23.9% | +217.8% |
| All | +2,759.4% | +341.7% | +2,417.7% | +1,393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling