+8,162.8%
TD vs COO
+3,795.8%
+4,367.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -3.1% | -2.3% | -0.7% | -2.6% |
| 30D | +6.7% | +13.3% | -6.6% | +4.0% |
| 3M | +3.1% | -18.1% | +21.2% | +6.8% |
| 6M | +17.6% | +6.7% | +10.9% | +15.1% |
| YTD | +34.8% | -23.2% | +58.0% | +40.9% |
| 1Y | +55.6% | -12.3% | +67.9% | +58.2% |
| 3Y | +133.1% | -23.6% | +156.7% | +139.6% |
| 5Y | +104.7% | -38.7% | +143.4% | +117.9% |
| 10Y | +303.6% | +42.2% | +261.4% | +261.4% |
| All | +8,162.8% | +3,795.8% | +4,367.1% | +4,610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling