+106.3%
CNH vs TD
+300.1%
-193.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.8% |
| 7D | +6.4% | +0.6% | +5.8% | +6.0% |
| 30D | -1.6% | +5.0% | -6.6% | -6.0% |
| 3M | +11.6% | +1.1% | +10.5% | +9.8% |
| 6M | +12.5% | +16.5% | -3.9% | -2.8% |
| YTD | +31.1% | +34.3% | -3.2% | -0.8% |
| 1Y | +17.0% | +52.9% | -35.9% | -21.6% |
| 3Y | +28.7% | +132.2% | -103.5% | -43.0% |
| 5Y | -17.4% | +101.9% | -119.3% | -58.2% |
| All | +106.3% | +300.1% | -193.9% | -32.9% |
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 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