+297.1%
TD vs COO
+36.7%
+260.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | +0.7% |
| 7D | -1.9% | -9.0% | +7.0% | +0.7% |
| 30D | -1.6% | -16.8% | +15.2% | +3.7% |
| 3M | +4.6% | -7.5% | +12.1% | +6.5% |
| 6M | +26.8% | -16.3% | +43.1% | +32.7% |
| YTD | +28.3% | -22.5% | +50.9% | +37.3% |
| 1Y | +60.4% | -7.0% | +67.4% | +61.7% |
| 3Y | +125.7% | -27.5% | +153.2% | +138.7% |
| 5Y | +122.4% | -43.3% | +165.7% | +151.4% |
| 10Y | +297.1% | +37.6% | +259.5% | +263.3% |
| All | +297.1% | +36.7% | +260.4% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling