+8,037.8%
TD vs COO
+3,760.5%
+4,277.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.2% |
| 7D | -1.7% | +4.7% | -6.4% | -2.6% |
| 30D | +8.2% | +13.9% | -5.7% | +5.4% |
| 3M | +1.7% | -14.9% | +16.7% | +4.6% |
| 6M | +14.2% | +2.0% | +12.2% | +12.8% |
| YTD | +32.8% | -23.9% | +56.7% | +39.1% |
| 1Y | +55.5% | -9.6% | +65.1% | +57.1% |
| 3Y | +129.6% | -25.4% | +155.1% | +137.2% |
| 5Y | +102.2% | -41.2% | +143.4% | +117.0% |
| 10Y | +306.3% | +42.1% | +264.2% | +263.9% |
| All | +8,037.8% | +3,760.5% | +4,277.4% | +4,547.4% |
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 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