+129.6%
TD vs COO
-25.3%
+155.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.3% |
| 7D | -1.7% | +4.7% | -6.4% | -2.4% |
| 30D | +8.2% | +13.9% | -5.7% | +6.1% |
| 3M | +1.7% | -14.9% | +16.7% | +4.1% |
| 6M | +14.2% | +2.0% | +12.2% | +12.7% |
| YTD | +32.8% | -23.9% | +56.7% | +38.1% |
| 1Y | +55.5% | -9.6% | +65.1% | +56.8% |
| 3Y | +129.6% | -25.4% | +155.1% | +133.3% |
| All | +129.6% | -25.3% | +155.0% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling