+606.1%
COST vs TD
+306.3%
+299.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -4.7% | -1.9% | -2.8% | -4.3% |
| 3M | -7.1% | +4.8% | -11.9% | -8.4% |
| 6M | -8.5% | +28.0% | -36.5% | -14.7% |
| YTD | +5.4% | +30.3% | -24.9% | -2.3% |
| 1Y | -5.6% | +59.8% | -65.4% | -17.4% |
| 3Y | +68.5% | +124.7% | -56.2% | +32.8% |
| 5Y | +105.2% | +127.0% | -21.7% | +60.4% |
| All | +606.1% | +306.3% | +299.8% | +375.5% |
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