+765.5%
TD vs CAPR
-99.1%
+864.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +7.6% | -66.4% | +74.0% | +8.0% |
| 6M | +25.0% | -63.1% | +88.1% | +25.2% |
| YTD | +31.0% | -67.4% | +98.4% | +31.3% |
| 1Y | +65.2% | +58.2% | +6.9% | +60.5% |
| 3Y | +122.5% | +42.2% | +80.3% | +113.4% |
| 5Y | +124.8% | +87.3% | +37.5% | +113.8% |
| 10Y | +298.2% | -75.3% | +373.5% | +267.0% |
| All | +765.5% | -99.1% | +864.6% | +703.4% |
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