+11,503.9%
CMI vs TD
+7,715.7%
+3,788.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | +0.7% | -1.9% | +2.6% | +1.9% |
| 30D | -12.3% | -1.6% | -10.7% | -11.4% |
| 3M | -16.8% | +4.6% | -21.4% | -19.2% |
| 6M | +1.5% | +26.8% | -25.3% | -12.7% |
| YTD | +9.8% | +28.3% | -18.5% | -6.3% |
| 1Y | +42.6% | +60.4% | -17.9% | +5.4% |
| 3Y | +151.0% | +125.7% | +25.3% | +46.7% |
| 5Y | +167.0% | +122.4% | +44.7% | +56.2% |
| 10Y | +512.2% | +297.1% | +215.1% | +142.2% |
| All | +11,503.9% | +7,715.7% | +3,788.3% | +1,344.1% |
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