+68.0%
CNH vs TD
+349.3%
-281.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.3% |
| 7D | +23.3% | +0.3% | +23.0% | +22.9% |
| 30D | +33.5% | +0.4% | +33.1% | +32.6% |
| 3M | +32.7% | +7.6% | +25.1% | +23.6% |
| 6M | +22.2% | +25.0% | -2.8% | -0.2% |
| YTD | +57.7% | +31.0% | +26.7% | +23.0% |
| 1Y | +28.0% | +65.2% | -37.2% | -19.4% |
| 3Y | +11.5% | +122.5% | -111.0% | -47.6% |
| 5Y | +11.9% | +124.8% | -112.9% | -47.9% |
| 10Y | +162.8% | +298.2% | -135.4% | -24.4% |
| All | +68.0% | +349.3% | -281.4% | -57.5% |
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