+143.5%
CVE vs TD
+302.8%
-159.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.3% |
| 7D | +0.1% | -3.1% | +3.1% | +3.4% |
| 30D | -10.8% | +6.7% | -17.5% | -17.6% |
| 3M | -4.3% | +3.1% | -7.4% | -9.0% |
| 6M | -1.5% | +17.6% | -19.1% | -20.5% |
| YTD | +70.7% | +34.8% | +35.9% | +15.3% |
| 1Y | +58.1% | +55.6% | +2.5% | -10.4% |
| 3Y | +69.8% | +133.1% | -63.3% | -43.7% |
| 5Y | +148.9% | +104.7% | +44.3% | -4.8% |
| 10Y | +143.5% | +303.6% | -160.0% | -32.9% |
| All | +143.5% | +302.8% | -159.2% | -32.9% |
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 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