+103.2%
CB vs TD
+101.6%
+1.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | +9.1% | +8.2% | +0.8% | +6.4% |
| 3M | +3.4% | +1.7% | +1.7% | +2.7% |
| 6M | +14.1% | +14.2% | -0.2% | +8.5% |
| YTD | +18.0% | +32.8% | -14.7% | +6.2% |
| 1Y | +30.1% | +55.5% | -25.3% | +10.3% |
| 3Y | +71.8% | +129.6% | -57.9% | +23.0% |
| All | +103.2% | +101.6% | +1.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling