+294.4%
TD vs CPB
-38.9%
+333.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +5.2% | +19.2% | -14.0% | +3.8% |
| 3M | +1.2% | -0.9% | +2.2% | +1.2% |
| 6M | +17.7% | +15.2% | +2.5% | +16.0% |
| YTD | +34.2% | -13.1% | +47.3% | +35.3% |
| 1Y | +55.4% | -22.4% | +77.9% | +58.4% |
| 3Y | +130.4% | -35.3% | +165.7% | +137.5% |
| 5Y | +101.8% | -33.0% | +134.8% | +106.7% |
| All | +294.4% | -38.9% | +333.3% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling