+84.9%
CL vs TD
+303.3%
-218.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +11.8% | +7.6% | +4.1% | +9.8% |
| 3M | +5.9% | +3.0% | +2.9% | +5.0% |
| 6M | +13.3% | +16.8% | -3.5% | +8.7% |
| YTD | +27.1% | +34.3% | -7.2% | +17.6% |
| 1Y | +28.0% | +56.0% | -28.0% | +14.0% |
| 3Y | +39.4% | +132.4% | -93.0% | +11.0% |
| 5Y | +40.8% | +103.7% | -62.9% | +15.1% |
| 10Y | +84.9% | +299.2% | -214.3% | +23.6% |
| All | +84.9% | +303.3% | -218.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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