+308.6%
CFG vs TD
+295.4%
+13.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.1% |
| 7D | +2.7% | +0.9% | +1.8% | +1.7% |
| 30D | -3.7% | -0.7% | -3.0% | -3.1% |
| 3M | +9.5% | +6.3% | +3.2% | +2.0% |
| 6M | +22.2% | +27.9% | -5.7% | -7.6% |
| YTD | +22.3% | +29.8% | -7.5% | -9.0% |
| 1Y | +39.4% | +63.7% | -24.2% | -20.2% |
| 3Y | +188.5% | +128.3% | +60.2% | +10.8% |
| 5Y | +101.5% | +125.5% | -24.0% | -21.9% |
| 10Y | +308.6% | +296.7% | +11.9% | -2.1% |
| All | +308.6% | +295.4% | +13.3% | -2.1% |
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