+362.4%
CFG vs TD
+279.4%
+83.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.2% |
| 30D | -3.8% | +0.4% | -4.2% | -4.3% |
| 3M | +11.5% | +7.6% | +3.8% | +2.9% |
| 6M | +19.2% | +25.0% | -5.8% | -6.0% |
| YTD | +23.7% | +31.0% | -7.3% | -7.0% |
| 1Y | +38.8% | +65.2% | -26.3% | -18.4% |
| 3Y | +178.9% | +122.5% | +56.4% | +17.9% |
| 5Y | +101.8% | +124.8% | -23.0% | -15.5% |
| 10Y | +317.3% | +298.2% | +19.0% | +10.2% |
| All | +362.4% | +279.4% | +83.0% | +15.8% |
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