+281.1%
CG vs TD
+415.6%
-134.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +0.2% | +1.1% | -0.9% | -0.7% |
| 30D | +11.2% | +5.2% | +6.0% | +6.9% |
| 3M | -22.1% | +1.2% | -23.3% | -22.9% |
| 6M | -17.9% | +17.7% | -35.7% | -28.5% |
| YTD | -31.3% | +34.2% | -65.5% | -46.2% |
| 1Y | -24.0% | +55.4% | -79.4% | -47.2% |
| 3Y | +45.0% | +130.4% | -85.4% | -27.5% |
| 5Y | -22.6% | +101.8% | -124.4% | -56.6% |
| 10Y | +282.1% | +301.9% | -19.7% | +27.2% |
| All | +281.1% | +415.6% | -134.5% | +3.3% |
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 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