-46.5%
COMP vs TD
+137.9%
-184.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +3.9% |
| 7D | +14.5% | -0.6% | +15.2% | +15.8% |
| 30D | +14.9% | +7.9% | +7.0% | +5.5% |
| 3M | -14.2% | +3.1% | -17.4% | -17.2% |
| 6M | +23.7% | +17.2% | +6.5% | +2.5% |
| YTD | +2.1% | +34.7% | -32.7% | -27.1% |
| 1Y | +26.2% | +56.9% | -30.7% | -24.6% |
| 3Y | +470.9% | +134.7% | +336.2% | +104.4% |
| 5Y | -14.0% | +104.8% | -118.8% | -61.8% |
| All | -46.5% | +137.9% | -184.3% | -78.5% |
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 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