+136.2%
CMS vs TD
+300.1%
-163.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +5.3% | +5.0% | +0.3% | +3.8% |
| 3M | -0.3% | +1.1% | -1.4% | -0.8% |
| 6M | -4.0% | +16.5% | -20.5% | -8.5% |
| YTD | +2.1% | +34.3% | -32.1% | -6.8% |
| 1Y | -4.7% | +52.9% | -57.6% | -16.4% |
| 3Y | +36.8% | +132.2% | -95.4% | +4.8% |
| 5Y | +34.9% | +101.9% | -67.0% | +6.7% |
| All | +136.2% | +300.1% | -163.9% | +33.3% |
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 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