+246.7%
CB vs TD
+303.3%
-56.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +8.2% | +7.6% | +0.6% | +4.0% |
| 3M | +6.3% | +3.0% | +3.3% | +4.3% |
| 6M | +16.2% | +16.8% | -0.7% | +6.0% |
| YTD | +19.3% | +34.3% | -15.0% | +0.5% |
| 1Y | +29.2% | +56.0% | -26.8% | +0.1% |
| 3Y | +71.4% | +132.4% | -60.9% | +3.5% |
| 5Y | +104.2% | +103.7% | +0.6% | +31.6% |
| 10Y | +246.7% | +299.2% | -52.5% | +55.4% |
| All | +246.7% | +303.3% | -56.6% | +55.4% |
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