-50.4%
COMP vs TD
+137.2%
-187.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.1% |
| 7D | +7.2% | -0.7% | +7.9% | +8.5% |
| 30D | +6.4% | +7.6% | -1.2% | -1.9% |
| 3M | -19.4% | +3.0% | -22.5% | -22.1% |
| 6M | +14.6% | +16.8% | -2.3% | -4.7% |
| YTD | -5.5% | +34.3% | -39.8% | -32.2% |
| 1Y | +13.7% | +56.0% | -42.3% | -31.6% |
| 3Y | +409.7% | +132.4% | +277.3% | +84.9% |
| 5Y | -17.0% | +103.7% | -120.7% | -62.9% |
| All | -50.4% | +137.2% | -187.6% | -80.0% |
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 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