+76.3%
CL vs TD
+311.5%
-235.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +0.5% | -0.6% | +1.2% | +0.7% |
| 30D | +11.6% | +7.9% | +3.6% | +9.5% |
| 3M | +5.6% | +3.1% | +2.5% | +4.7% |
| 6M | +13.2% | +17.2% | -4.0% | +8.5% |
| YTD | +26.9% | +34.7% | -7.8% | +17.4% |
| 1Y | +27.3% | +56.9% | -29.6% | +13.4% |
| 3Y | +39.7% | +134.7% | -95.0% | +11.1% |
| 5Y | +41.3% | +104.8% | -63.5% | +15.5% |
| 10Y | +76.3% | +305.8% | -229.6% | +25.6% |
| All | +76.3% | +311.5% | -235.2% | +25.6% |
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