+125.6%
TD vs COO
-38.8%
+164.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | +0.4% | -7.0% | +7.4% | +2.0% |
| 3M | +7.6% | +12.2% | -4.6% | +4.1% |
| 6M | +25.0% | -15.1% | +40.1% | +29.4% |
| YTD | +31.0% | -15.1% | +46.1% | +35.5% |
| 1Y | +65.2% | +2.3% | +62.8% | +62.6% |
| 3Y | +122.5% | -23.7% | +146.2% | +130.9% |
| All | +125.6% | -38.8% | +164.3% | +140.4% |
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