+68.0%
COST vs TD
+125.8%
-57.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | -4.4% | -1.0% | -3.4% | -4.3% |
| 3M | -8.1% | +5.6% | -13.7% | -8.9% |
| 6M | -9.2% | +27.1% | -36.3% | -12.7% |
| YTD | +5.1% | +29.4% | -24.3% | +0.6% |
| 1Y | -5.1% | +60.7% | -65.8% | -13.2% |
| All | +68.0% | +125.8% | -57.7% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling