+6,267.2%
CP vs TD
+7,879.0%
-1,611.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +0.2% | +0.4% | -0.2% | -0.2% |
| 3M | +2.6% | +7.6% | -5.1% | -2.1% |
| 6M | +6.0% | +25.0% | -19.0% | -7.2% |
| YTD | +24.9% | +31.0% | -6.1% | +6.4% |
| 1Y | +20.1% | +65.2% | -45.1% | -10.6% |
| 3Y | +16.4% | +122.5% | -106.1% | -27.8% |
| 5Y | +31.7% | +124.8% | -93.1% | -19.3% |
| 10Y | +223.9% | +298.2% | -74.4% | +43.2% |
| All | +6,267.2% | +7,879.0% | -1,611.8% | +892.7% |
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