+8,162.8%
TD vs CPB
+70.0%
+8,092.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -3.1% | -4.1% | +1.0% | -2.2% |
| 30D | +6.7% | +16.9% | -10.2% | +3.1% |
| 3M | +3.1% | -0.6% | +3.7% | +2.7% |
| 6M | +17.6% | +11.4% | +6.3% | +13.9% |
| YTD | +34.8% | -14.8% | +49.6% | +37.6% |
| 1Y | +55.6% | -24.8% | +80.4% | +63.0% |
| 3Y | +133.1% | -36.6% | +169.7% | +149.9% |
| 5Y | +104.7% | -33.3% | +138.0% | +114.3% |
| 10Y | +303.6% | -40.4% | +343.9% | +316.3% |
| All | +8,162.8% | +70.0% | +8,092.8% | +6,767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling