+381.6%
COMP vs TD
+129.3%
+252.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +11.3% |
| 7D | +13.4% | -1.7% | +15.1% | +15.8% |
| 30D | +11.1% | +8.2% | +2.9% | +3.4% |
| 3M | -18.8% | +1.7% | -20.5% | -20.0% |
| 6M | +10.5% | +14.2% | -3.7% | -2.5% |
| YTD | -3.4% | +32.8% | -36.2% | -24.4% |
| 1Y | +19.7% | +55.5% | -35.8% | -17.3% |
| 3Y | +381.6% | +129.6% | +252.0% | +130.6% |
| All | +381.6% | +129.3% | +252.3% | +130.6% |
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