+568.0%
CF vs TD
+302.2%
+265.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -3.2% | -1.7% | -1.5% | -2.4% |
| 30D | +4.3% | +8.2% | -3.9% | -2.0% |
| 3M | +2.8% | +1.7% | +1.1% | +0.4% |
| 6M | +0.6% | +14.2% | -13.6% | -10.5% |
| YTD | +56.6% | +32.8% | +23.9% | +22.1% |
| 1Y | +49.6% | +55.5% | -5.9% | +2.5% |
| 3Y | +61.5% | +129.6% | -68.1% | -22.2% |
| 5Y | +124.0% | +102.2% | +21.8% | +16.3% |
| All | +568.0% | +302.2% | +265.8% | +96.1% |
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