+2,689.9%
TD vs EXEL
+273.2%
+2,416.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.3% | +8.4% | -8.1% | -0.5% |
| 30D | +0.4% | +4.1% | -3.7% | -0.1% |
| 3M | +7.6% | +12.4% | -4.8% | +6.2% |
| 6M | +25.0% | +41.5% | -16.5% | +20.1% |
| YTD | +31.0% | +34.6% | -3.6% | +26.4% |
| 1Y | +65.2% | +57.9% | +7.3% | +56.4% |
| 3Y | +122.5% | +159.5% | -37.0% | +97.2% |
| 5Y | +124.8% | +198.5% | -73.7% | +94.3% |
| 10Y | +298.2% | +411.4% | -113.1% | +206.8% |
| All | +2,689.9% | +273.2% | +2,416.7% | +1,383.8% |
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