+2,727.3%
CI vs TD
+7,879.0%
-5,151.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.7% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +4.4% | +0.4% | +4.0% | +4.1% |
| 3M | +0.7% | +7.6% | -7.0% | -3.1% |
| 6M | +0.3% | +25.0% | -24.7% | -10.2% |
| YTD | +3.8% | +31.0% | -27.2% | -9.2% |
| 1Y | -5.5% | +65.2% | -70.7% | -26.1% |
| 3Y | +8.1% | +122.5% | -114.4% | -27.7% |
| 5Y | +42.8% | +124.8% | -82.0% | -6.3% |
| 10Y | +143.9% | +298.2% | -154.3% | +21.4% |
| All | +2,727.3% | +7,879.0% | -5,151.7% | +433.1% |
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