+328.7%
CFG vs TD
+290.3%
+38.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.9% |
| 30D | +3.2% | +7.9% | -4.7% | -4.7% |
| 3M | -9.7% | +3.1% | -12.8% | -12.8% |
| 6M | +3.6% | +17.2% | -13.6% | -12.6% |
| YTD | +14.7% | +34.7% | -20.1% | -16.5% |
| 1Y | +29.6% | +56.9% | -27.3% | -19.7% |
| 3Y | +190.6% | +134.7% | +55.8% | +15.4% |
| 5Y | +67.1% | +104.8% | -37.7% | -22.7% |
| 10Y | +237.0% | +305.8% | -68.8% | -13.2% |
| All | +328.7% | +290.3% | +38.4% | +4.0% |
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