+9.9%
CG vs TD
+125.7%
-115.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.3% |
| 7D | -1.3% | +0.9% | -2.1% | -2.0% |
| 30D | -3.2% | -0.7% | -2.5% | -2.8% |
| 3M | +6.2% | +6.3% | 0.0% | 0.0% |
| 6M | -4.7% | +27.9% | -32.6% | -24.8% |
| YTD | -20.6% | +29.8% | -50.4% | -38.1% |
| 1Y | -26.4% | +63.7% | -90.0% | -53.7% |
| 3Y | +55.4% | +128.3% | -72.9% | -29.4% |
| All | +9.9% | +125.7% | -115.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling