+67.1%
CFG vs TD
+105.4%
-38.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.8% |
| 30D | +3.2% | +7.9% | -4.7% | -3.9% |
| 3M | -9.7% | +3.1% | -12.8% | -12.4% |
| 6M | +3.6% | +17.2% | -13.6% | -11.1% |
| YTD | +14.7% | +34.7% | -20.1% | -13.8% |
| 1Y | +29.6% | +56.9% | -27.3% | -15.8% |
| 3Y | +190.6% | +134.7% | +55.8% | +25.5% |
| 5Y | +67.1% | +104.8% | -37.7% | -14.7% |
| All | +67.1% | +105.4% | -38.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling