+506.8%
TD vs CPAY
+1,533.9%
-1,027.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -2.6% | -2.7% | +0.1% | -1.8% |
| 30D | -1.0% | +0.6% | -1.6% | -1.3% |
| 3M | +5.6% | +17.0% | -11.4% | +0.1% |
| 6M | +27.1% | +24.1% | +3.0% | +17.5% |
| YTD | +29.4% | +35.7% | -6.3% | +15.2% |
| 1Y | +60.7% | +34.0% | +26.7% | +43.0% |
| 3Y | +127.6% | +50.3% | +77.3% | +88.5% |
| 5Y | +125.4% | +56.7% | +68.7% | +79.9% |
| 10Y | +300.4% | +153.9% | +146.5% | +170.0% |
| All | +506.8% | +1,533.9% | -1,027.1% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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