+7,930.8%
TD vs COO
+4,208.0%
+3,722.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | +0.4% | -7.0% | +7.4% | +1.8% |
| 3M | +7.6% | +12.2% | -4.6% | +4.7% |
| 6M | +25.0% | -15.1% | +40.1% | +28.7% |
| YTD | +31.0% | -15.1% | +46.1% | +34.8% |
| 1Y | +65.2% | +2.3% | +62.8% | +63.1% |
| 3Y | +122.5% | -23.7% | +146.2% | +129.8% |
| 5Y | +124.8% | -38.9% | +163.7% | +140.3% |
| 10Y | +298.2% | +49.9% | +248.3% | +253.9% |
| All | +7,930.8% | +4,208.0% | +3,722.8% | +4,405.6% |
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