-43.5%
CAG vs TD
+125.7%
-169.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -5.7% | -0.5% | -5.1% | -5.6% |
| 30D | -2.4% | -1.9% | -0.5% | -2.1% |
| 3M | +9.8% | +4.8% | +5.0% | +8.6% |
| 6M | -10.8% | +28.0% | -38.8% | -15.4% |
| YTD | -10.8% | +30.3% | -41.1% | -15.8% |
| 1Y | -19.0% | +59.8% | -78.7% | -26.9% |
| 3Y | -39.7% | +124.7% | -164.4% | -50.1% |
| All | -43.5% | +125.7% | -169.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling