+500.6%
CMS vs TD
+8,106.9%
-7,606.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +7.1% | +7.9% | -0.9% | +4.7% |
| 3M | -1.3% | +3.1% | -4.4% | -2.3% |
| 6M | -2.7% | +17.2% | -19.8% | -7.2% |
| YTD | +2.6% | +34.7% | -32.1% | -6.2% |
| 1Y | -2.0% | +56.9% | -58.9% | -14.2% |
| 3Y | +39.6% | +134.7% | -95.1% | +8.1% |
| 5Y | +35.3% | +104.8% | -69.5% | +7.9% |
| 10Y | +132.3% | +305.8% | -173.5% | +47.9% |
| All | +500.6% | +8,106.9% | -7,606.3% | +113.7% |
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