+1,323.2%
CRS vs TD
+306.3%
+1,016.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.9% |
| 7D | -6.8% | -0.5% | -6.2% | -6.2% |
| 30D | -16.1% | -1.9% | -14.2% | -14.3% |
| 3M | -21.2% | +4.8% | -25.9% | -25.8% |
| 6M | +8.7% | +28.0% | -19.3% | -18.6% |
| YTD | +41.0% | +30.3% | +10.7% | +3.0% |
| 1Y | +82.7% | +59.8% | +22.9% | +4.7% |
| 3Y | +604.8% | +124.7% | +480.1% | +158.7% |
| 5Y | +1,384.7% | +127.0% | +1,257.7% | +431.6% |
| All | +1,323.2% | +306.3% | +1,016.9% | +182.7% |
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 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