+165.0%
CMI vs TD
+125.7%
+39.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | -12.4% | -1.9% | -10.5% | -11.4% |
| 3M | -14.8% | +4.8% | -19.5% | -17.3% |
| 6M | +0.8% | +28.0% | -27.2% | -13.5% |
| YTD | +10.2% | +30.3% | -20.1% | -6.4% |
| 1Y | +37.4% | +59.8% | -22.3% | +3.3% |
| 3Y | +153.3% | +124.7% | +28.6% | +52.3% |
| All | +165.0% | +125.7% | +39.3% | +46.5% |
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