+224.3%
CTVA vs TD
+187.1%
+37.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -2.1% | +0.9% | -2.9% | -2.6% |
| 30D | +12.0% | -0.7% | +12.7% | +12.2% |
| 3M | +13.5% | +6.3% | +7.2% | +8.8% |
| 6M | +12.1% | +27.9% | -15.8% | -4.5% |
| YTD | +29.0% | +29.8% | -0.8% | +8.7% |
| 1Y | +18.9% | +63.7% | -44.8% | -13.7% |
| 3Y | +78.9% | +128.3% | -49.5% | +2.9% |
| 5Y | +105.2% | +125.5% | -20.3% | +16.7% |
| All | +224.3% | +187.1% | +37.1% | +57.5% |
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 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