+777.1%
TD vs CAPR
-99.1%
+876.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -0.6% |
| 7D | -1.7% | +41.1% | -42.8% | -2.0% |
| 30D | +8.2% | +11.1% | -2.9% | +8.1% |
| 3M | +1.7% | +115.3% | -113.6% | +0.9% |
| 6M | +14.2% | -73.8% | +88.1% | +14.7% |
| YTD | +32.8% | -68.8% | +101.6% | +33.0% |
| 1Y | +55.5% | +43.3% | +12.2% | +51.2% |
| 3Y | +129.6% | +214.7% | -85.1% | +118.5% |
| 5Y | +102.2% | +141.3% | -39.1% | +91.7% |
| 10Y | +306.3% | -67.0% | +373.3% | +274.1% |
| All | +777.1% | -99.1% | +876.2% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling