+42.5%
CI vs TD
+124.9%
-82.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.4% | +0.4% | +4.0% | +4.3% |
| 3M | +0.7% | +7.6% | -7.0% | -2.0% |
| 6M | +0.3% | +25.0% | -24.7% | -7.4% |
| YTD | +3.8% | +31.0% | -27.2% | -5.9% |
| 1Y | -5.5% | +65.2% | -70.7% | -21.2% |
| 3Y | +8.1% | +122.5% | -114.4% | -19.9% |
| All | +42.5% | +124.9% | -82.4% | -2.3% |
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 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