+233.3%
CP vs TD
+295.5%
-62.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.4% |
| 7D | +0.6% | -1.9% | +2.5% | +1.9% |
| 30D | -0.5% | -1.6% | +1.1% | +0.5% |
| 3M | +0.1% | +4.6% | -4.5% | -3.5% |
| 6M | +7.8% | +26.8% | -19.0% | -9.1% |
| YTD | +22.9% | +28.3% | -5.5% | +2.7% |
| 1Y | +21.3% | +60.4% | -39.1% | -13.3% |
| 3Y | +20.4% | +125.7% | -105.4% | -33.4% |
| 5Y | +34.9% | +122.4% | -87.4% | -25.5% |
| 10Y | +233.3% | +297.1% | -63.7% | +19.9% |
| All | +233.3% | +295.5% | -62.1% | +19.9% |
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