+2,160.6%
COP vs TD
+8,082.4%
-5,921.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +1.1% | +7.6% | -6.5% | -3.0% |
| 3M | +10.9% | +3.0% | +7.9% | +8.5% |
| 6M | +20.8% | +16.8% | +3.9% | +9.8% |
| YTD | +48.0% | +34.3% | +13.7% | +23.8% |
| 1Y | +58.5% | +56.0% | +2.6% | +22.1% |
| 3Y | +28.1% | +132.4% | -104.2% | -21.6% |
| 5Y | +120.5% | +103.7% | +16.8% | +44.8% |
| 10Y | +310.1% | +299.2% | +11.0% | +101.8% |
| All | +2,160.6% | +8,082.4% | -5,921.8% | +421.7% |
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