+2,927.7%
COF vs TD
+7,806.2%
-4,878.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.8% |
| 7D | +1.2% | +0.9% | +0.4% | +0.5% |
| 30D | -1.4% | -0.7% | -0.7% | -0.9% |
| 3M | +19.0% | +6.3% | +12.8% | +12.5% |
| 6M | +14.9% | +27.9% | -13.0% | -8.0% |
| YTD | -10.7% | +29.8% | -40.5% | -29.3% |
| 1Y | -1.3% | +63.7% | -64.9% | -36.5% |
| 3Y | +124.3% | +128.3% | -4.0% | +5.2% |
| 5Y | +51.1% | +125.5% | -74.4% | -27.5% |
| 10Y | +252.4% | +296.7% | -44.3% | +9.3% |
| All | +2,927.7% | +7,806.2% | -4,878.5% | +101.0% |
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 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