+2,854.4%
CI vs TD
+7,985.3%
-5,131.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.4% |
| 7D | -1.6% | -1.7% | +0.1% | -0.8% |
| 30D | +5.4% | +8.2% | -2.8% | +1.6% |
| 3M | +7.3% | +1.7% | +5.5% | +6.2% |
| 6M | +5.3% | +14.2% | -8.9% | -1.7% |
| YTD | +8.5% | +32.8% | -24.3% | -5.9% |
| 1Y | +17.1% | +55.5% | -38.4% | -5.8% |
| 3Y | +1.4% | +129.6% | -128.2% | -33.1% |
| 5Y | +50.5% | +102.2% | -51.7% | +3.8% |
| 10Y | +168.5% | +306.3% | -137.8% | +32.4% |
| All | +2,854.4% | +7,985.3% | -5,131.0% | +453.0% |
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 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