+486.4%
CMS vs TD
+7,879.0%
-7,392.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -3.6% | +0.4% | -4.0% | -3.7% |
| 3M | -1.9% | +7.6% | -9.6% | -4.1% |
| 6M | -11.0% | +25.0% | -36.0% | -16.7% |
| YTD | +0.2% | +31.0% | -30.8% | -7.6% |
| 1Y | -1.3% | +65.2% | -66.5% | -14.8% |
| 3Y | +35.9% | +122.5% | -86.6% | +6.9% |
| 5Y | +23.1% | +124.8% | -101.7% | -4.5% |
| 10Y | +117.9% | +298.2% | -180.3% | +39.6% |
| All | +486.4% | +7,879.0% | -7,392.6% | +110.5% |
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 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