+2,138.4%
COP vs TD
+7,879.0%
-5,740.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | +17.5% | +0.4% | +17.1% | +17.0% |
| 3M | +13.4% | +7.6% | +5.7% | +8.3% |
| 6M | +17.7% | +25.0% | -7.3% | +2.9% |
| YTD | +46.6% | +31.0% | +15.6% | +24.8% |
| 1Y | +44.6% | +65.2% | -20.6% | +8.3% |
| 3Y | +20.7% | +122.5% | -101.8% | -24.2% |
| 5Y | +185.0% | +124.8% | +60.2% | +78.5% |
| 10Y | +347.0% | +298.2% | +48.8% | +121.7% |
| All | +2,138.4% | +7,879.0% | -5,740.6% | +425.9% |
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 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