+10,776.4%
COR vs TD
+7,879.0%
+2,897.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +4.5% | +0.4% | +4.1% | +4.3% |
| 3M | +22.7% | +7.6% | +15.0% | +20.1% |
| 6M | -9.7% | +25.0% | -34.7% | -15.2% |
| YTD | -1.4% | +31.0% | -32.4% | -8.5% |
| 1Y | +13.9% | +65.2% | -51.3% | -0.6% |
| 3Y | +94.0% | +122.5% | -28.5% | +54.7% |
| 5Y | +184.0% | +124.8% | +59.2% | +124.3% |
| 10Y | +406.8% | +298.2% | +108.5% | +243.2% |
| All | +10,776.4% | +7,879.0% | +2,897.4% | +5,586.7% |
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