-54.2%
COMP vs TD
+135.7%
-189.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.0% | -4.2% | -3.4% |
| 7D | -1.8% | -3.2% | +1.4% | +2.6% |
| 30D | -0.8% | +4.9% | -5.6% | -5.9% |
| 3M | -28.1% | +2.3% | -30.4% | -30.0% |
| 6M | +27.0% | +17.8% | +9.2% | +5.3% |
| YTD | -12.8% | +33.5% | -46.3% | -37.0% |
| 1Y | +4.9% | +55.9% | -51.0% | -36.8% |
| 3Y | +321.0% | +131.5% | +189.5% | +53.3% |
| 5Y | -25.6% | +103.3% | -128.9% | -66.6% |
| All | -54.2% | +135.7% | -189.9% | -81.4% |
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