+6,320.8%
CP vs TD
+7,985.3%
-1,664.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +2.8% | -1.7% | +4.5% | +3.8% |
| 30D | +10.2% | +8.2% | +2.0% | +5.2% |
| 3M | +2.4% | +1.7% | +0.6% | +1.0% |
| 6M | +7.7% | +14.2% | -6.6% | -0.9% |
| YTD | +26.0% | +32.8% | -6.8% | +6.3% |
| 1Y | +34.6% | +55.5% | -20.8% | +3.6% |
| 3Y | +26.7% | +129.6% | -102.9% | -23.0% |
| 5Y | +24.9% | +102.2% | -77.3% | -18.8% |
| 10Y | +258.6% | +306.3% | -47.7% | +56.4% |
| All | +6,320.8% | +7,985.3% | -1,664.6% | +891.5% |
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