+101.5%
TD vs CAPR
+142.6%
-41.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -0.6% |
| 7D | -1.7% | +41.1% | -42.8% | -1.8% |
| 30D | +8.2% | +11.1% | -2.9% | +8.2% |
| 3M | +1.7% | +115.3% | -113.6% | +1.4% |
| 6M | +14.2% | -73.8% | +88.1% | +14.4% |
| YTD | +32.8% | -68.8% | +101.6% | +32.9% |
| 1Y | +55.5% | +43.3% | +12.2% | +53.9% |
| 3Y | +129.6% | +214.7% | -85.1% | +113.4% |
| All | +101.5% | +142.6% | -41.1% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling