+105.2%
CTVA vs TD
+122.4%
-17.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -4.7% | -2.6% | -2.1% | -3.6% |
| 30D | +11.1% | -1.0% | +12.1% | +11.4% |
| 3M | +13.7% | +5.6% | +8.1% | +10.3% |
| 6M | +11.2% | +27.1% | -15.9% | -1.8% |
| YTD | +26.9% | +29.4% | -2.5% | +10.9% |
| 1Y | +18.8% | +60.7% | -41.9% | -7.5% |
| 3Y | +75.9% | +127.6% | -51.7% | +11.5% |
| 5Y | +105.2% | +125.4% | -20.2% | +13.9% |
| All | +105.2% | +122.4% | -17.2% | +13.9% |
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