-53.1%
TE vs TD
+181.3%
-234.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | +0.2% | -0.5% | +0.8% | +0.5% |
| 30D | -5.9% | -1.9% | -4.0% | -4.7% |
| 3M | -45.6% | +4.8% | -50.3% | -46.9% |
| 6M | -43.4% | +28.0% | -71.4% | -50.3% |
| YTD | -31.0% | +30.3% | -61.3% | -39.7% |
| 1Y | +145.2% | +59.8% | +85.4% | +94.4% |
| 3Y | -24.1% | +124.7% | -148.8% | -48.3% |
| 5Y | -48.1% | +127.0% | -175.1% | -63.8% |
| All | -53.1% | +181.3% | -234.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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