+294.4%
TD vs COO
+41.1%
+253.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +5.2% | +14.2% | -8.9% | +1.3% |
| 3M | +1.2% | -18.2% | +19.4% | +6.5% |
| 6M | +17.7% | +5.3% | +12.4% | +14.3% |
| YTD | +34.2% | -23.6% | +57.8% | +43.3% |
| 1Y | +55.4% | -12.7% | +68.1% | +59.1% |
| 3Y | +130.4% | -24.2% | +154.6% | +138.6% |
| 5Y | +101.8% | -40.0% | +141.8% | +122.5% |
| All | +294.4% | +41.1% | +253.3% | +251.9% |
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