+274.2%
CME vs TD
+306.3%
-32.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | +5.6% | -1.9% | +7.5% | +6.3% |
| 3M | +5.6% | +4.8% | +0.8% | +3.2% |
| 6M | -8.3% | +28.0% | -36.2% | -18.2% |
| YTD | +4.3% | +30.3% | -26.0% | -7.8% |
| 1Y | +9.1% | +59.8% | -50.7% | -12.3% |
| 3Y | +52.1% | +124.7% | -72.6% | +2.0% |
| 5Y | +79.7% | +127.0% | -47.3% | +16.9% |
| All | +274.2% | +306.3% | -32.1% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling