+71.3%
TD vs CAI
-11.0%
+82.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.9% |
| 7D | -1.9% | -3.1% | +1.2% | -1.7% |
| 30D | -1.6% | +2.7% | -4.3% | -1.8% |
| 3M | +4.6% | +41.7% | -37.1% | +1.7% |
| 6M | +26.8% | +26.5% | +0.3% | +23.5% |
| YTD | +28.3% | -10.9% | +39.3% | +26.3% |
| 1Y | +60.4% | -29.2% | +89.7% | +59.2% |
| All | +71.3% | -11.0% | +82.3% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling