+501.2%
CMS vs TD
+8,109.5%
-7,608.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -1.1% | -3.1% | +1.9% | -0.3% |
| 30D | +6.6% | +6.7% | -0.1% | +4.6% |
| 3M | +0.8% | +3.1% | -2.3% | -0.2% |
| 6M | -3.3% | +17.6% | -21.0% | -7.9% |
| YTD | +2.7% | +34.8% | -32.1% | -6.1% |
| 1Y | -4.0% | +55.6% | -59.6% | -15.8% |
| 3Y | +37.6% | +133.1% | -95.5% | +6.7% |
| 5Y | +35.4% | +104.7% | -69.2% | +8.0% |
| 10Y | +136.0% | +303.6% | -167.5% | +50.5% |
| All | +501.2% | +8,109.5% | -7,608.3% | +113.9% |
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