-3.1%
CMG vs TD
+125.7%
-128.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.1% | -0.5% | -1.5% | -1.8% |
| 30D | +10.9% | -1.9% | +12.8% | +11.7% |
| 3M | +15.8% | +4.8% | +11.1% | +13.5% |
| 6M | +6.9% | +28.0% | -21.0% | -3.4% |
| YTD | -2.2% | +30.3% | -32.5% | -12.2% |
| 1Y | -7.1% | +59.8% | -66.9% | -22.9% |
| 3Y | -7.1% | +124.7% | -131.8% | -33.4% |
| All | -3.1% | +125.7% | -128.7% | -27.5% |
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