+73.0%
CF vs TD
+123.2%
-50.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.2% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +14.8% | +0.4% | +14.5% | +14.8% |
| 3M | +14.1% | +7.6% | +6.4% | +13.1% |
| 6M | +28.5% | +25.0% | +3.5% | +24.7% |
| YTD | +74.9% | +31.0% | +43.9% | +67.1% |
| 1Y | +61.7% | +65.2% | -3.5% | +42.6% |
| All | +73.0% | +123.2% | -50.2% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling