+297.1%
TD vs CAPR
-77.3%
+374.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -1.9% | -12.6% | +10.7% | -1.8% |
| 30D | -1.6% | +124.4% | -126.0% | -2.7% |
| 3M | +4.6% | -66.8% | +71.4% | +5.1% |
| 6M | +26.8% | -71.8% | +98.6% | +27.6% |
| YTD | +28.3% | -70.1% | +98.4% | +28.9% |
| 1Y | +60.4% | +33.3% | +27.1% | +54.0% |
| 3Y | +125.7% | +36.7% | +89.0% | +110.3% |
| 5Y | +122.4% | +72.5% | +49.9% | +103.5% |
| 10Y | +297.1% | -77.3% | +374.4% | +241.3% |
| All | +297.1% | -77.3% | +374.4% | +241.3% |
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