+64.8%
CF vs TD
+133.6%
-68.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +4.8% | -0.7% | +5.4% | +4.7% |
| 30D | +9.7% | +7.6% | +2.1% | +9.3% |
| 3M | +1.2% | +3.0% | -1.8% | +1.0% |
| 6M | +7.4% | +16.8% | -9.5% | +5.9% |
| YTD | +60.5% | +34.3% | +26.2% | +54.1% |
| 1Y | +50.7% | +56.0% | -5.2% | +37.8% |
| 3Y | +64.8% | +132.4% | -67.6% | +29.2% |
| All | +64.8% | +133.6% | -68.8% | +29.2% |
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 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