+5,760.6%
CRM vs TD
+1,589.7%
+4,170.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | +28.1% | -1.9% | +30.0% | +29.6% |
| 3M | +48.8% | +4.8% | +44.1% | +43.5% |
| 6M | +28.3% | +28.0% | +0.3% | +7.6% |
| YTD | -6.0% | +30.3% | -36.3% | -22.3% |
| 1Y | +1.4% | +59.8% | -58.3% | -26.8% |
| 3Y | +11.8% | +124.7% | -112.8% | -37.0% |
| 5Y | -2.0% | +127.0% | -129.0% | -46.0% |
| 10Y | +239.6% | +303.2% | -63.6% | +18.4% |
| All | +5,760.6% | +1,589.7% | +4,170.9% | +782.3% |
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