+0.4%
CMS vs TD
+63.7%
-63.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +1.2% | +0.9% | +0.4% | +1.2% |
| 30D | -3.2% | -0.7% | -2.5% | -3.1% |
| 3M | -2.2% | +6.3% | -8.5% | -2.9% |
| 6M | -9.4% | +27.9% | -37.4% | -11.1% |
| YTD | +0.7% | +29.8% | -29.1% | -1.3% |
| 1Y | +0.4% | +63.7% | -63.3% | -4.3% |
| All | +0.4% | +63.7% | -63.4% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling