+5,071.6%
CRS vs TD
+7,806.2%
-2,734.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.9% |
| 7D | -3.1% | +0.9% | -3.9% | -3.7% |
| 30D | -19.6% | -0.7% | -19.0% | -19.2% |
| 3M | -8.1% | +6.3% | -14.3% | -12.1% |
| 6M | +18.6% | +27.9% | -9.4% | -0.3% |
| YTD | +45.9% | +29.8% | +16.1% | +21.3% |
| 1Y | +82.5% | +63.7% | +18.8% | +28.4% |
| 3Y | +648.9% | +128.3% | +520.6% | +312.1% |
| 5Y | +1,438.1% | +125.5% | +1,312.6% | +770.0% |
| 10Y | +1,327.0% | +296.7% | +1,030.3% | +513.0% |
| All | +5,071.6% | +7,806.2% | -2,734.6% | +944.6% |
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