+3,805.7%
CB vs TD
+7,879.0%
-4,073.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | +9.0% | +7.6% | +1.3% | +4.6% |
| 6M | +2.9% | +25.0% | -22.1% | -8.3% |
| YTD | +10.1% | +31.0% | -20.9% | -4.2% |
| 1Y | +22.8% | +65.2% | -42.4% | -4.8% |
| 3Y | +73.8% | +122.5% | -48.7% | +14.3% |
| 5Y | +99.2% | +124.8% | -25.6% | +29.0% |
| 10Y | +218.2% | +298.2% | -80.0% | +54.8% |
| All | +3,805.7% | +7,879.0% | -4,073.4% | +647.4% |
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 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