+59.8%
TD vs CAI
-26.7%
+86.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | -1.9% | +9.3% | -11.2% | -2.5% |
| 3M | +4.8% | +35.2% | -30.5% | +2.1% |
| 6M | +28.0% | +30.7% | -2.7% | +24.1% |
| YTD | +30.3% | -9.8% | +40.1% | +27.5% |
| 1Y | +59.8% | -28.9% | +88.6% | +58.8% |
| All | +59.8% | -26.7% | +86.5% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling