+13,670.0%
COST vs TD
+7,806.2%
+5,863.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.2% | +0.9% | -4.0% | -3.5% |
| 30D | -4.0% | -0.7% | -3.3% | -3.8% |
| 3M | -6.5% | +6.3% | -12.7% | -8.6% |
| 6M | -8.5% | +27.9% | -36.5% | -16.2% |
| YTD | +6.0% | +29.8% | -23.8% | -3.5% |
| 1Y | -5.8% | +63.7% | -69.5% | -20.9% |
| 3Y | +71.8% | +128.3% | -56.5% | +27.5% |
| 5Y | +106.2% | +125.5% | -19.3% | +52.0% |
| 10Y | +602.0% | +296.7% | +305.4% | +309.2% |
| All | +13,670.0% | +7,806.2% | +5,863.8% | +2,614.1% |
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