+12.6%
COMP vs TD
+63.7%
-51.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.2% |
| 7D | +4.1% | +0.9% | +3.2% | +3.0% |
| 30D | -14.5% | -0.7% | -13.9% | -14.2% |
| 3M | +41.8% | +6.3% | +35.6% | +29.4% |
| 6M | +23.6% | +27.9% | -4.4% | -10.3% |
| YTD | +1.7% | +29.8% | -28.1% | -24.9% |
| 1Y | +12.6% | +63.7% | -51.1% | -22.8% |
| All | +12.6% | +63.7% | -51.2% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling