+49.0%
CG vs TD
+123.9%
-74.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.1% |
| 7D | -6.4% | -1.9% | -4.5% | -4.9% |
| 30D | -7.1% | -1.6% | -5.5% | -6.0% |
| 3M | -1.6% | +4.6% | -6.2% | -5.5% |
| 6M | -8.3% | +26.8% | -35.2% | -25.3% |
| YTD | -23.8% | +28.3% | -52.1% | -38.4% |
| 1Y | -28.7% | +60.4% | -89.2% | -51.8% |
| All | +49.0% | +123.9% | -74.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling