-5.6%
COST vs TD
+60.9%
-66.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.3% |
| 30D | -4.7% | -1.9% | -2.8% | -5.0% |
| 3M | -7.1% | +4.8% | -11.9% | -6.5% |
| 6M | -8.5% | +28.0% | -36.5% | -6.5% |
| YTD | +5.4% | +30.3% | -24.9% | +7.5% |
| 1Y | -5.6% | +59.8% | -65.4% | -2.1% |
| All | -5.6% | +60.9% | -66.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling