+193.3%
COP vs TD
+123.1%
+70.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | -0.5% | -1.9% | +1.4% | +0.5% |
| 30D | +11.7% | -1.6% | +13.3% | +12.4% |
| 3M | +17.7% | +4.6% | +13.1% | +14.0% |
| 6M | +18.3% | +26.8% | -8.5% | +1.6% |
| YTD | +49.1% | +28.3% | +20.7% | +26.7% |
| 1Y | +53.3% | +60.4% | -7.1% | +12.5% |
| 3Y | +22.2% | +125.7% | -103.6% | -30.6% |
| 5Y | +193.3% | +122.4% | +70.9% | +50.9% |
| All | +193.3% | +123.1% | +70.2% | +50.9% |
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