+4,100.0%
CMG vs TD
+891.7%
+3,208.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -1.5% | +0.9% | -2.3% | -1.9% |
| 30D | +12.7% | -0.7% | +13.4% | +12.9% |
| 3M | +26.3% | +6.3% | +20.0% | +22.4% |
| 6M | +4.5% | +27.9% | -23.4% | -7.5% |
| YTD | -0.1% | +29.8% | -29.9% | -12.2% |
| 1Y | -6.8% | +63.7% | -70.4% | -26.9% |
| 3Y | -5.0% | +128.3% | -133.3% | -37.9% |
| 5Y | -3.0% | +125.5% | -128.6% | -36.9% |
| 10Y | +323.6% | +296.7% | +26.9% | +97.8% |
| All | +4,100.0% | +891.7% | +3,208.3% | +1,120.3% |
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