+294.5%
TD vs CAPR
-63.2%
+357.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | -0.3% |
| 7D | +0.6% | +19.1% | -18.5% | +0.3% |
| 30D | +5.0% | +48.8% | -43.9% | +4.4% |
| 3M | +1.1% | +144.4% | -143.3% | -0.3% |
| 6M | +16.5% | -67.5% | +84.0% | +16.8% |
| YTD | +34.3% | -64.5% | +98.8% | +34.4% |
| 1Y | +52.9% | +74.4% | -21.6% | +46.2% |
| 3Y | +132.2% | +265.7% | -133.5% | +112.4% |
| 5Y | +101.9% | +196.0% | -94.1% | +83.0% |
| All | +294.5% | -63.2% | +357.7% | +236.0% |
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