+471.5%
CF vs TD
+302.8%
+168.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +10.4% | -3.1% | +13.4% | +12.4% |
| 30D | +7.6% | +6.7% | +0.9% | +2.1% |
| 3M | +5.2% | +3.1% | +2.0% | +1.8% |
| 6M | -0.1% | +17.6% | -17.7% | -13.0% |
| YTD | +61.7% | +34.8% | +26.9% | +24.7% |
| 1Y | +50.3% | +55.6% | -5.3% | +3.1% |
| 3Y | +66.0% | +133.1% | -67.1% | -20.9% |
| 5Y | +114.5% | +104.7% | +9.9% | +10.5% |
| 10Y | +471.5% | +303.6% | +168.0% | +37.9% |
| All | +471.5% | +302.8% | +168.8% | +37.9% |
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