+53.4%
CL vs TD
+295.4%
-242.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -1.4% | +0.9% | -2.2% | -1.6% |
| 30D | -5.2% | -0.7% | -4.6% | -5.1% |
| 3M | +3.3% | +6.3% | -3.0% | +1.6% |
| 6M | -4.4% | +27.9% | -32.3% | -10.3% |
| YTD | +13.9% | +29.8% | -15.9% | +6.4% |
| 1Y | +7.6% | +63.7% | -56.0% | -5.3% |
| 3Y | +29.6% | +128.3% | -98.8% | +3.4% |
| 5Y | +28.1% | +125.5% | -97.5% | +1.3% |
| 10Y | +53.4% | +296.7% | -243.3% | +1.5% |
| All | +53.4% | +295.4% | -242.0% | +1.5% |
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