+2,380.0%
CAH vs TD
+7,806.2%
-5,426.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +1.7% | -0.7% | +2.4% | +1.9% |
| 3M | +17.9% | +6.3% | +11.6% | +15.2% |
| 6M | +10.9% | +27.9% | -17.0% | +1.6% |
| YTD | +17.9% | +29.8% | -12.0% | +7.2% |
| 1Y | +61.7% | +63.7% | -2.0% | +35.5% |
| 3Y | +183.7% | +128.3% | +55.4% | +109.5% |
| 5Y | +401.3% | +125.5% | +275.8% | +268.3% |
| 10Y | +293.7% | +296.7% | -3.0% | +137.7% |
| All | +2,380.0% | +7,806.2% | -5,426.1% | +646.2% |
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