-5.9%
CI vs TD
+59.9%
-65.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | +0.5% | -1.6% | +2.1% | +0.7% |
| 3M | -5.2% | +4.6% | -9.8% | -6.2% |
| 6M | +4.3% | +26.8% | -22.5% | -1.7% |
| YTD | +2.8% | +28.3% | -25.5% | -3.6% |
| All | -5.9% | +59.9% | -65.9% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling