+130.8%
TD vs CPB
-40.7%
+171.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | +0.3% | -8.6% | +8.9% | +0.4% |
| 30D | +0.4% | -7.2% | +7.6% | +0.4% |
| 3M | +7.6% | +0.9% | +6.8% | +7.4% |
| 6M | +25.0% | -11.8% | +36.8% | +25.2% |
| YTD | +31.0% | -19.4% | +50.4% | +31.6% |
| 1Y | +65.2% | -30.4% | +95.6% | +67.4% |
| All | +130.8% | -40.7% | +171.5% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling