+125.5%
TD vs CPB
-38.5%
+164.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +0.9% | -8.2% | +9.1% | +1.4% |
| 30D | -0.7% | -5.6% | +4.9% | -0.4% |
| 3M | +6.3% | +3.0% | +3.3% | +5.7% |
| 6M | +27.9% | -12.7% | +40.6% | +29.0% |
| YTD | +29.8% | -18.0% | +47.8% | +31.5% |
| 1Y | +63.7% | -31.7% | +95.4% | +69.1% |
| 3Y | +128.3% | -41.0% | +169.3% | +137.8% |
| 5Y | +125.5% | -38.4% | +163.9% | +124.1% |
| All | +125.5% | -38.5% | +164.0% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling