+11,382.1%
COR vs TD
+8,077.8%
+3,304.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +5.8% | +5.0% | +0.9% | +4.6% |
| 3M | +11.4% | +1.1% | +10.3% | +11.1% |
| 6M | +34.5% | +16.5% | +18.0% | +29.0% |
| YTD | +4.1% | +34.3% | -30.2% | -4.1% |
| 1Y | -3.1% | +52.9% | -56.0% | -13.7% |
| 3Y | +80.9% | +132.2% | -51.4% | +42.8% |
| 5Y | +195.1% | +101.9% | +93.3% | +139.9% |
| 10Y | +492.7% | +302.0% | +190.7% | +300.2% |
| All | +11,382.1% | +8,077.8% | +3,304.3% | +5,865.1% |
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