+150.9%
CI vs TD
+302.8%
-151.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.3% | -3.1% | +1.8% | +0.3% |
| 30D | +6.4% | +6.7% | -0.3% | +2.7% |
| 3M | +10.7% | +3.1% | +7.6% | +8.5% |
| 6M | +5.5% | +17.6% | -12.2% | -4.3% |
| YTD | +11.4% | +34.8% | -23.4% | -6.8% |
| 1Y | +15.0% | +55.6% | -40.6% | -11.4% |
| 3Y | +9.0% | +133.1% | -124.2% | -35.0% |
| 5Y | +52.0% | +104.7% | -52.7% | -4.0% |
| 10Y | +150.9% | +303.6% | -152.6% | -0.5% |
| All | +150.9% | +302.8% | -151.8% | -0.5% |
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