+174.0%
CAG vs TD
+7,879.0%
-7,705.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +3.1% | +0.4% | +2.7% | +3.0% |
| 3M | +23.5% | +7.6% | +15.8% | +21.4% |
| 6M | -14.8% | +25.0% | -39.8% | -18.9% |
| YTD | -5.4% | +31.0% | -36.4% | -10.9% |
| 1Y | -11.8% | +65.2% | -77.0% | -20.9% |
| 3Y | -36.7% | +122.5% | -159.1% | -46.9% |
| 5Y | -40.3% | +124.8% | -165.1% | -50.4% |
| 10Y | -37.0% | +298.2% | -335.2% | -54.4% |
| All | +174.0% | +7,879.0% | -7,705.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling