+297.1%
TD vs CPB
-44.2%
+341.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.9% | -8.0% | +6.1% | -1.3% |
| 30D | -1.6% | -2.4% | +0.8% | -1.5% |
| 3M | +4.6% | +0.5% | +4.1% | +4.3% |
| 6M | +26.8% | -10.5% | +37.3% | +27.7% |
| YTD | +28.3% | -17.5% | +45.8% | +30.0% |
| 1Y | +60.4% | -31.0% | +91.5% | +65.3% |
| 3Y | +125.7% | -40.6% | +166.3% | +134.8% |
| 5Y | +122.4% | -37.7% | +160.1% | +129.3% |
| 10Y | +297.1% | -43.4% | +340.5% | +306.5% |
| All | +297.1% | -44.2% | +341.3% | +306.5% |
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