+27.8%
CL vs TD
+56.4%
-28.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +0.5% | -0.6% | +1.2% | +0.5% |
| 30D | +11.6% | +7.9% | +3.6% | +11.2% |
| 3M | +5.6% | +3.1% | +2.5% | +5.4% |
| 6M | +13.2% | +17.2% | -4.0% | +10.9% |
| YTD | +26.9% | +34.7% | -7.8% | +23.4% |
| All | +27.8% | +56.4% | -28.6% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling