+2,004.4%
CRH vs TD
+7,835.7%
-5,831.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.1% | -0.5% | -5.5% | -5.8% |
| 30D | -9.3% | -1.9% | -7.4% | -8.4% |
| 3M | -15.2% | +4.8% | -19.9% | -17.5% |
| 6M | -14.2% | +28.0% | -42.2% | -24.8% |
| YTD | -28.3% | +30.3% | -58.5% | -37.7% |
| 1Y | -21.8% | +59.8% | -81.6% | -39.1% |
| 3Y | +71.6% | +124.7% | -53.1% | +10.6% |
| 5Y | +96.6% | +127.0% | -30.3% | +26.5% |
| 10Y | +253.8% | +303.2% | -49.3% | +72.8% |
| All | +2,004.4% | +7,835.7% | -5,831.3% | +531.9% |
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 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