+5,967.0%
CF vs TD
+1,081.4%
+4,885.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -2.2% |
| 7D | +6.0% | +0.3% | +5.7% | +5.7% |
| 30D | +14.8% | +0.4% | +14.5% | +14.2% |
| 3M | +14.1% | +7.6% | +6.4% | +7.0% |
| 6M | +28.5% | +25.0% | +3.5% | +6.0% |
| YTD | +74.9% | +31.0% | +43.9% | +38.9% |
| 1Y | +61.7% | +65.2% | -3.5% | +6.9% |
| 3Y | +80.3% | +122.5% | -42.2% | -8.1% |
| 5Y | +226.0% | +124.8% | +101.2% | +60.9% |
| 10Y | +569.9% | +298.2% | +271.6% | +115.3% |
| All | +5,967.0% | +1,081.4% | +4,885.6% | +899.0% |
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