+152.5%
CNH vs TD
+303.5%
-151.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.6% |
| 7D | -2.5% | -2.6% | +0.1% | -0.2% |
| 30D | +27.0% | -1.0% | +28.0% | +27.7% |
| 3M | +32.6% | +5.6% | +27.0% | +25.4% |
| 6M | +23.6% | +27.1% | -3.5% | -1.1% |
| YTD | +47.8% | +29.4% | +18.4% | +16.0% |
| 1Y | +21.3% | +60.7% | -39.4% | -22.5% |
| 3Y | +7.0% | +127.6% | -120.7% | -51.8% |
| 5Y | +10.2% | +125.4% | -115.2% | -49.9% |
| All | +152.5% | +303.5% | -151.0% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling