+30.0%
CL vs TD
+124.9%
-94.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -4.8% | +0.4% | -5.2% | -4.9% |
| 3M | +4.9% | +7.6% | -2.7% | +3.5% |
| 6M | -5.7% | +25.0% | -30.7% | -9.2% |
| YTD | +14.4% | +31.0% | -16.6% | +9.2% |
| 1Y | +8.7% | +65.2% | -56.4% | -0.2% |
| 3Y | +30.0% | +122.5% | -92.5% | +12.6% |
| All | +30.0% | +124.9% | -94.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling