+219.7%
CFG vs TD
+303.3%
-83.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.4% |
| 30D | +2.8% | +7.6% | -4.8% | -5.3% |
| 3M | -10.1% | +3.0% | -13.1% | -13.3% |
| 6M | +3.2% | +16.8% | -13.7% | -13.8% |
| YTD | +14.2% | +34.3% | -20.2% | -18.4% |
| 1Y | +27.4% | +56.0% | -28.6% | -23.2% |
| 3Y | +187.6% | +132.4% | +55.2% | +7.7% |
| 5Y | +65.7% | +103.7% | -38.0% | -27.5% |
| 10Y | +219.7% | +299.2% | -79.5% | -21.3% |
| All | +219.7% | +303.3% | -83.6% | -21.3% |
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