+130.8%
TD vs CAPR
+56.4%
+74.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | +0.4% | +139.2% | -138.8% | +0.3% |
| 3M | +7.6% | -66.4% | +74.0% | +7.7% |
| 6M | +25.0% | -63.1% | +88.1% | +25.0% |
| YTD | +31.0% | -67.4% | +98.4% | +31.1% |
| 1Y | +65.2% | +58.2% | +6.9% | +64.5% |
| All | +130.8% | +56.4% | +74.4% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling