+216.8%
CB vs TD
+295.4%
-78.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | -3.9% | -0.7% | -3.3% | -3.7% |
| 3M | +4.9% | +6.3% | -1.4% | +1.0% |
| 6M | +3.3% | +27.9% | -24.7% | -10.3% |
| YTD | +8.5% | +29.8% | -21.3% | -6.7% |
| 1Y | +22.1% | +63.7% | -41.6% | -8.0% |
| 3Y | +70.1% | +128.3% | -58.2% | +3.4% |
| 5Y | +97.4% | +125.5% | -28.1% | +18.4% |
| 10Y | +216.8% | +296.7% | -79.9% | +36.0% |
| All | +216.8% | +295.4% | -78.5% | +36.0% |
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