-0.8%
CRM vs TD
+125.7%
-126.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +28.1% | -1.9% | +30.0% | +29.0% |
| 3M | +48.8% | +4.8% | +44.1% | +45.3% |
| 6M | +28.3% | +28.0% | +0.3% | +13.5% |
| YTD | -6.0% | +30.3% | -36.3% | -17.7% |
| 1Y | +1.4% | +59.8% | -58.3% | -19.8% |
| 3Y | +11.8% | +124.7% | -112.8% | -27.0% |
| All | -0.8% | +125.7% | -126.5% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling