+6,433.6%
CP vs TD
+8,082.4%
-1,648.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.2% |
| 30D | +11.0% | +7.6% | +3.4% | +6.4% |
| 3M | +3.8% | +3.0% | +0.8% | +1.8% |
| 6M | +9.5% | +16.8% | -7.4% | -0.6% |
| YTD | +28.2% | +34.3% | -6.1% | +7.4% |
| 1Y | +33.0% | +56.0% | -23.0% | +2.1% |
| 3Y | +35.5% | +132.4% | -96.8% | -18.1% |
| 5Y | +25.8% | +103.7% | -77.9% | -18.6% |
| 10Y | +250.7% | +299.2% | -48.4% | +54.4% |
| All | +6,433.6% | +8,082.4% | -1,648.8% | +902.1% |
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