+395.2%
COR vs TD
+306.3%
+88.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | +2.6% | -1.9% | +4.5% | +3.2% |
| 3M | +14.5% | +4.8% | +9.7% | +12.0% |
| 6M | -7.8% | +28.0% | -35.8% | -17.0% |
| YTD | -4.2% | +30.3% | -34.5% | -14.5% |
| 1Y | +7.0% | +59.8% | -52.8% | -12.4% |
| 3Y | +85.5% | +124.7% | -39.2% | +28.6% |
| 5Y | +181.2% | +127.0% | +54.2% | +89.1% |
| All | +395.2% | +306.3% | +88.9% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling