+242.0%
COF vs TD
+306.3%
-64.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -5.1% | -0.5% | -4.6% | -4.6% |
| 30D | -6.0% | -1.9% | -4.1% | -4.3% |
| 3M | +14.8% | +4.8% | +10.1% | +8.9% |
| 6M | +15.3% | +28.0% | -12.7% | -11.6% |
| YTD | -13.0% | +30.3% | -43.3% | -34.6% |
| 1Y | -5.7% | +59.8% | -65.5% | -42.9% |
| 3Y | +118.1% | +124.7% | -6.6% | -11.3% |
| 5Y | +46.2% | +127.0% | -80.7% | -41.4% |
| All | +242.0% | +306.3% | -64.3% | -19.4% |
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