+8.7%
CNH vs TD
+123.5%
-114.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.8% |
| 7D | +8.8% | +0.9% | +7.9% | +8.1% |
| 30D | +24.7% | -0.7% | +25.3% | +25.0% |
| 3M | +27.3% | +6.3% | +21.1% | +20.5% |
| 6M | +23.2% | +27.9% | -4.8% | 0.0% |
| YTD | +48.9% | +29.8% | +19.1% | +19.2% |
| 1Y | +19.4% | +63.7% | -44.3% | -21.8% |
| 3Y | +7.8% | +128.3% | -120.6% | -48.6% |
| 5Y | +8.7% | +125.5% | -116.8% | -49.0% |
| All | +8.7% | +123.5% | -114.8% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling