+2,950.4%
CI vs TD
+8,082.4%
-5,132.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | +7.3% | +7.6% | -0.3% | +3.7% |
| 3M | +9.5% | +3.0% | +6.5% | +7.7% |
| 6M | +6.4% | +16.8% | -10.4% | -1.6% |
| YTD | +12.0% | +34.3% | -22.3% | -3.3% |
| 1Y | +20.1% | +56.0% | -35.9% | -3.5% |
| 3Y | +9.6% | +132.4% | -122.8% | -28.2% |
| 5Y | +52.7% | +103.7% | -50.9% | +4.9% |
| 10Y | +150.3% | +299.2% | -148.9% | +24.3% |
| All | +2,950.4% | +8,082.4% | -5,132.1% | +467.8% |
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