+409.7%
COMP vs TD
+133.6%
+276.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.1% |
| 7D | +7.2% | -0.7% | +7.9% | +8.4% |
| 30D | +6.4% | +7.6% | -1.2% | -0.3% |
| 3M | -19.4% | +3.0% | -22.5% | -21.5% |
| 6M | +14.6% | +16.8% | -2.3% | -1.0% |
| YTD | -5.5% | +34.3% | -39.8% | -26.8% |
| 1Y | +13.7% | +56.0% | -42.3% | -21.8% |
| 3Y | +409.7% | +132.4% | +277.3% | +146.2% |
| All | +409.7% | +133.6% | +276.1% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling