-49.3%
COMP vs TD
+134.4%
-183.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +11.4% |
| 7D | +13.4% | -1.7% | +15.1% | +16.1% |
| 30D | +11.1% | +8.2% | +2.9% | +1.6% |
| 3M | -18.8% | +1.7% | -20.5% | -20.4% |
| 6M | +10.5% | +14.2% | -3.7% | -5.6% |
| YTD | -3.4% | +32.8% | -36.2% | -29.8% |
| 1Y | +19.7% | +55.5% | -35.8% | -27.7% |
| 3Y | +381.6% | +129.6% | +252.0% | +77.0% |
| 5Y | -17.6% | +102.2% | -119.8% | -62.8% |
| All | -49.3% | +134.4% | -183.7% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling