+238.9%
CRM vs TD
+306.3%
-67.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +28.1% | -1.9% | +30.0% | +29.3% |
| 3M | +48.8% | +4.8% | +44.1% | +44.7% |
| 6M | +28.3% | +28.0% | +0.3% | +11.8% |
| YTD | -6.0% | +30.3% | -36.3% | -19.0% |
| 1Y | +1.4% | +59.8% | -58.3% | -21.6% |
| 3Y | +11.8% | +124.7% | -112.8% | -29.2% |
| 5Y | -2.0% | +127.0% | -129.0% | -38.7% |
| All | +238.9% | +306.3% | -67.4% | +58.5% |
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 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