+216.7%
CTVA vs TD
+188.2%
+28.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.2% |
| 30D | +11.3% | -1.9% | +13.2% | +12.4% |
| 3M | +12.3% | +4.8% | +7.6% | +8.6% |
| 6M | +7.2% | +28.0% | -20.8% | -8.7% |
| YTD | +26.0% | +30.3% | -4.3% | +5.9% |
| 1Y | +16.0% | +59.8% | -43.7% | -14.5% |
| 3Y | +73.9% | +124.7% | -50.8% | +1.2% |
| 5Y | +103.8% | +127.0% | -23.2% | +15.4% |
| All | +216.7% | +188.2% | +28.5% | +53.5% |
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