+135.5%
CVE vs TD
+303.3%
-167.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -10.0% | -0.7% | -9.3% | -9.7% |
| 30D | -11.9% | +7.6% | -19.5% | -19.3% |
| 3M | -5.9% | +3.0% | -9.0% | -10.4% |
| 6M | -1.6% | +16.8% | -18.4% | -20.0% |
| YTD | +66.3% | +34.3% | +31.9% | +12.7% |
| 1Y | +57.5% | +56.0% | +1.5% | -11.0% |
| 3Y | +65.4% | +132.4% | -66.9% | -45.0% |
| 5Y | +144.2% | +103.7% | +40.5% | -6.1% |
| 10Y | +135.5% | +299.2% | -163.6% | -38.2% |
| All | +135.5% | +303.3% | -167.8% | -38.2% |
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