-25.6%
CG vs TD
+64.8%
-90.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -0.4% |
| 7D | -4.3% | +0.3% | -4.6% | -4.6% |
| 30D | -5.1% | +0.4% | -5.5% | -5.7% |
| 3M | +8.7% | +7.6% | +1.0% | -0.1% |
| 6M | -9.2% | +25.0% | -34.2% | -29.6% |
| YTD | -18.9% | +31.0% | -49.9% | -40.4% |
| 1Y | -25.6% | +65.2% | -90.8% | -59.2% |
| All | -25.6% | +64.8% | -90.4% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling