+2,235.1%
COP vs TD
+8,077.8%
-5,842.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | -0.6% | +5.0% | -5.6% | -3.4% |
| 3M | +10.8% | +1.1% | +9.7% | +9.4% |
| 6M | +19.6% | +16.5% | +3.2% | +8.9% |
| YTD | +52.9% | +34.3% | +18.6% | +27.9% |
| 1Y | +62.2% | +52.9% | +9.3% | +26.3% |
| 3Y | +32.4% | +132.2% | -99.9% | -19.0% |
| 5Y | +129.7% | +101.9% | +27.9% | +51.6% |
| 10Y | +331.8% | +302.0% | +29.8% | +111.8% |
| All | +2,235.1% | +8,077.8% | -5,842.7% | +439.1% |
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 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