+101.5%
TD vs COO
-41.6%
+143.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.2% |
| 7D | -1.7% | +4.7% | -6.4% | -2.7% |
| 30D | +8.2% | +13.9% | -5.7% | +5.2% |
| 3M | +1.7% | -14.9% | +16.7% | +5.0% |
| 6M | +14.2% | +2.0% | +12.2% | +12.3% |
| YTD | +32.8% | -23.9% | +56.7% | +40.2% |
| 1Y | +55.5% | -9.6% | +65.1% | +57.1% |
| 3Y | +129.6% | -25.4% | +155.1% | +136.7% |
| All | +101.5% | -41.6% | +143.1% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling