+299.2%
TD vs CAPR
-68.2%
+367.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.7% | -0.2% |
| 7D | -0.7% | +7.6% | -8.3% | -0.8% |
| 30D | +7.6% | +13.3% | -5.7% | +7.4% |
| 3M | +3.0% | +130.4% | -127.4% | +1.7% |
| 6M | +16.8% | -70.8% | +87.6% | +17.4% |
| YTD | +34.3% | -69.3% | +103.6% | +34.8% |
| 1Y | +56.0% | +59.5% | -3.6% | +49.2% |
| 3Y | +132.4% | +216.8% | -84.4% | +112.8% |
| 5Y | +103.7% | +152.7% | -49.1% | +84.9% |
| 10Y | +299.2% | -68.2% | +367.4% | +239.7% |
| All | +299.2% | -68.2% | +367.4% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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