+11,360.1%
COR vs TD
+8,082.4%
+3,277.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +7.7% | +7.6% | +0.1% | +5.7% |
| 3M | +7.5% | +3.0% | +4.5% | +6.6% |
| 6M | +34.1% | +16.8% | +17.3% | +28.6% |
| YTD | +3.9% | +34.3% | -30.5% | -4.3% |
| 1Y | -3.6% | +56.0% | -59.6% | -14.6% |
| 3Y | +80.5% | +132.4% | -51.8% | +42.5% |
| 5Y | +194.9% | +103.7% | +91.2% | +139.1% |
| 10Y | +486.6% | +299.2% | +187.5% | +296.7% |
| All | +11,360.1% | +8,082.4% | +3,277.6% | +5,852.8% |
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