-10.5%
COMP vs TD
+104.8%
-115.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.3% |
| 7D | +2.2% | -3.1% | +5.2% | +6.5% |
| 30D | +16.3% | +6.7% | +9.6% | +8.1% |
| 3M | -19.1% | +3.1% | -22.3% | -22.1% |
| 6M | +17.1% | +17.6% | -0.5% | -4.3% |
| YTD | -2.9% | +34.8% | -37.7% | -31.9% |
| 1Y | +8.8% | +55.6% | -46.8% | -36.1% |
| 3Y | +423.5% | +133.1% | +290.4% | +77.5% |
| 5Y | -10.5% | +104.7% | -115.1% | -62.1% |
| All | -10.5% | +104.8% | -115.3% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling