+287.5%
CAH vs TD
+306.3%
-18.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | +0.2% | -1.9% | +2.1% | +1.0% |
| 3M | +6.3% | +4.8% | +1.5% | +3.7% |
| 6M | +9.4% | +28.0% | -18.6% | -3.4% |
| YTD | +15.0% | +30.3% | -15.3% | +0.4% |
| 1Y | +55.4% | +59.8% | -4.3% | +22.3% |
| 3Y | +173.8% | +124.7% | +49.1% | +77.6% |
| 5Y | +395.2% | +127.0% | +268.2% | +211.1% |
| All | +287.5% | +306.3% | -18.8% | +68.7% |
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