+271.0%
CG vs TD
+300.1%
-29.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | +5.7% | +5.0% | +0.7% | +1.6% |
| 3M | -17.9% | +1.1% | -19.0% | -18.7% |
| 6M | -20.2% | +16.5% | -36.7% | -30.3% |
| YTD | -32.0% | +34.3% | -66.3% | -47.5% |
| 1Y | -27.0% | +52.9% | -79.9% | -49.6% |
| 3Y | +42.8% | +132.2% | -89.5% | -31.8% |
| 5Y | -23.4% | +101.9% | -125.3% | -58.4% |
| All | +271.0% | +300.1% | -29.2% | +17.9% |
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