+5,331.8%
CF vs TD
+1,097.1%
+4,234.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +2.8% | +1.7% | +1.1% | +0.4% |
| 6M | +0.6% | +14.2% | -13.6% | -10.7% |
| YTD | +56.6% | +32.8% | +23.9% | +22.0% |
| 1Y | +49.6% | +55.5% | -5.9% | +3.0% |
| 3Y | +61.5% | +129.6% | -68.1% | -20.1% |
| 5Y | +124.0% | +102.2% | +21.8% | +19.3% |
| 10Y | +573.2% | +306.3% | +266.9% | +111.1% |
| All | +5,331.8% | +1,097.1% | +4,234.7% | +777.8% |
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