+62.6%
TD vs COO
-7.7%
+70.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.1% | +2.1% |
| 7D | +1.4% | +8.4% | -7.1% | +0.5% |
| 30D | +10.2% | +13.5% | -3.2% | +8.7% |
| 3M | +8.1% | -13.8% | +21.9% | +10.2% |
| 6M | +22.3% | +4.7% | +17.6% | +19.1% |
| YTD | +39.0% | -21.4% | +60.4% | +45.1% |
| 1Y | +62.6% | -6.7% | +69.4% | +65.0% |
| All | +62.6% | -7.7% | +70.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling