+1,401.6%
CRS vs TD
+122.4%
+1,279.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -3.0% |
| 7D | -4.1% | -2.6% | -1.5% | -1.9% |
| 30D | -16.6% | -1.0% | -15.6% | -15.9% |
| 3M | -14.3% | +5.6% | -19.9% | -18.7% |
| 6M | +11.6% | +27.1% | -15.5% | -10.4% |
| YTD | +42.6% | +29.4% | +13.2% | +12.5% |
| 1Y | +81.8% | +60.7% | +21.1% | +17.6% |
| 3Y | +632.1% | +127.6% | +504.4% | +229.9% |
| 5Y | +1,401.6% | +125.4% | +1,276.2% | +541.8% |
| All | +1,401.6% | +122.4% | +1,279.2% | +541.8% |
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