+43.0%
CNH vs TD
+360.8%
-317.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | +4.5% | -0.7% | +5.2% | +5.2% |
| 30D | +7.6% | +7.6% | 0.0% | +0.7% |
| 3M | +17.0% | +3.0% | +14.0% | +13.3% |
| 6M | +12.9% | +16.8% | -3.9% | -2.5% |
| YTD | +34.3% | +34.3% | -0.1% | +2.1% |
| 1Y | +28.5% | +56.0% | -27.4% | -14.7% |
| 3Y | +31.9% | +132.4% | -100.5% | -40.6% |
| 5Y | -9.6% | +103.7% | -113.3% | -53.9% |
| 10Y | +106.3% | +299.2% | -192.9% | -41.1% |
| All | +43.0% | +360.8% | -317.8% | -64.7% |
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