+141.0%
CI vs TD
+295.5%
-154.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.5% |
| 7D | -1.1% | -1.9% | +0.8% | -0.1% |
| 30D | +0.5% | -1.6% | +2.1% | +1.2% |
| 3M | -5.2% | +4.6% | -9.8% | -8.0% |
| 6M | +4.3% | +26.8% | -22.5% | -9.4% |
| YTD | +2.8% | +28.3% | -25.5% | -11.5% |
| 1Y | -5.8% | +60.4% | -66.3% | -28.7% |
| 3Y | +4.7% | +125.7% | -121.0% | -36.5% |
| 5Y | +42.7% | +122.4% | -79.7% | -15.4% |
| 10Y | +141.0% | +297.1% | -156.1% | +1.2% |
| All | +141.0% | +295.5% | -154.5% | +1.2% |
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