+4,405.6%
CNC vs TD
+2,322.2%
+2,083.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -1.8% | -0.7% | -1.2% | -1.6% |
| 3M | -0.7% | +6.3% | -7.0% | -3.5% |
| 6M | +47.9% | +27.9% | +20.0% | +31.8% |
| YTD | +56.9% | +29.8% | +27.1% | +38.6% |
| 1Y | +123.9% | +63.7% | +60.3% | +77.7% |
| 3Y | -1.3% | +128.3% | -129.6% | -34.0% |
| 5Y | +2.8% | +125.5% | -122.8% | -31.9% |
| 10Y | +90.9% | +296.7% | -205.8% | -4.2% |
| All | +4,405.6% | +2,322.2% | +2,083.4% | +968.0% |
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